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Avtomatika i Telemekhanika, 1985, Issue 6, Pages 33–43 (Mi at7031)  
Stochastic Systems

Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations

V. A. Vasil'ev, V. V. Konev

Tomsk
Full-text PDF (1253 kB)
Abstract: Sequences of estimating the parameters of linear dynamic systems are obtained in face of multiplicative and additive noises in observations. Parameters of a stable autoregression processes are found estimable within finite time with desired accuracy, the knowledge of noise distribution which dictates the process dynamics or of additive and multiplicative noises in the measurement channels being unnecessary.

Received: 10.01.1984
Bibliographic databases:
Document Type: Article
UDC: 62-501.4, 621.3.019.4
Language: Russian
Citation: V. A. Vasil'ev, V. V. Konev, “Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations”, Avtomat. i Telemekh., 1985, no. 6, 33–43; Autom. Remote Control, 46 (1985), 706–716
Citation in format AMSBIB
\Bibitem{VasKon85}
\by V.~A.~Vasil'ev, V.~V.~Konev
\paper Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations
\jour Avtomat. i Telemekh.
\yr 1985
\issue 6
\pages 33--43
\mathnet{http://mi.mathnet.ru/at7031}
\zmath{https://zbmath.org/?q=an:0582.93060}
\transl
\jour Autom. Remote Control
\yr 1985
\vol 46
\pages 706--716
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