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Avtomatika i Telemekhanika, 1985, Issue 8, Pages 51–60 (Mi at7492)  
Adaptive Systems

Estimation of parameters of linear and nonlinear stochastic systems by the method of averaged discrepancies

I. P. Kornfeld, Sh. E. Shteĭnberg

Moscow
Full-text PDF (1458 kB)
Abstract: The method of averaged misalignments is studied for recurrent evaluation of stochastic system parameters. For linear and nonlinear systems conditions for convergence almost surely of the parameters to the true values are formulated. Results of numerical experiments are given.

Received: 07.05.1984
Bibliographic databases:
Document Type: Article
UDC: [62-501.4+62-501.5], 62-501.72
Language: Russian
Citation: I. P. Kornfeld, Sh. E. Shteǐnberg, “Estimation of parameters of linear and nonlinear stochastic systems by the method of averaged discrepancies”, Avtomat. i Telemekh., 1985, no. 8, 51–60; Autom. Remote Control, 46 (1985), 966–975
Citation in format AMSBIB
\Bibitem{KorSht85}
\by I.~P.~Kornfeld, Sh.~E.~Shte{\v\i}nberg
\paper Estimation of parameters of linear and nonlinear stochastic systems by the method of averaged discrepancies
\jour Avtomat. i Telemekh.
\yr 1985
\issue 8
\pages 51--60
\mathnet{http://mi.mathnet.ru/at7492}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=810284}
\zmath{https://zbmath.org/?q=an:0608.93063}
\transl
\jour Autom. Remote Control
\yr 1985
\vol 46
\pages 966--975
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