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Avtomatika i Telemekhanika, 1979, Issue 12, Pages 51–65
(Mi at9587)
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Stochastic Systems
Extreme distributions of maximal likelihood estimates for parameters of a closed-loop system and their applications
B. G. Vorchik Moscow
Abstract:
The paper is concerned with extreme distributions of maximal likelihood estimates for parameters of a closed-loop system. Expressions are given for an asymptotically normalized information matrix and a numerical algorithm for its computation is proposed. A relation is found for degeneracy of an information matrix and structural nonidentifiability of the plant in a closed-loop system. The conditions for the plant structural nonidentifiability conditions to be crude are proven in a closed-loop system where noise is introduced into the feedback. A numerical procedure is developed for design of feedback and the input signal for identification of the plant in a closed-loop system.
Received: 28.12.1978
Citation:
B. G. Vorchik, “Extreme distributions of maximal likelihood estimates for parameters of a closed-loop system and their applications”, Avtomat. i Telemekh., 1979, no. 12, 51–65; Autom. Remote Control, 40:12 (1980), 1750–1762
Linking options:
https://www.mathnet.ru/eng/at9587 https://www.mathnet.ru/eng/at/y1979/i12/p51
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Abstract page: | 104 | Full-text PDF : | 40 |
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