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Avtomatika i Telemekhanika, 1989, Issue 1, Pages 114–121 (Mi at6190)  
Adaptive Systems

On simultaneous evaluation of skipped observations and of parameters of linear processes

N. P. Petrov, A. S. Poznyak

Moscow
Full-text PDF (973 kB)
Abstract: For a range of linear processes described by linear difference equations and algorithm is proposed for simultaneous obtaining the skipped observations and parameters. The algorithm is found to converge locally. Results of numerical modeling are reported.

Received: 10.07.1987
Bibliographic databases:
Document Type: Article
UDC: 62-501.4
Language: Russian
Citation: N. P. Petrov, A. S. Poznyak, “On simultaneous evaluation of skipped observations and of parameters of linear processes”, Avtomat. i Telemekh., 1989, no. 1, 114–121; Autom. Remote Control, 50:1 (1989), 88–94
Citation in format AMSBIB
\Bibitem{PetPoz89}
\by N.~P.~Petrov, A.~S.~Poznyak
\paper On simultaneous evaluation of skipped observations and of parameters of linear processes
\jour Avtomat. i Telemekh.
\yr 1989
\issue 1
\pages 114--121
\mathnet{http://mi.mathnet.ru/at6190}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=988000}
\zmath{https://zbmath.org/?q=an:0699.93051}
\transl
\jour Autom. Remote Control
\yr 1989
\vol 50
\issue 1
\pages 88--94
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  • https://www.mathnet.ru/eng/at/y1989/i1/p114
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