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Problemy Peredachi Informatsii, 1992, Volume 28, Issue 4, Pages 35–48
(Mi ppi1366)
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This article is cited in 1 scientific paper (total in 1 paper)
Methods of Signal Processing
Sequential Parameter Estimation with Guaranteed Mean-Square Accuracy for Unstable Linear Stochastic Systems
V. V. Konev, S. M. Pergamenshchikov
Abstract:
The correlation method is applied to construct estimation procedures for parameters of a random process described by a $p$th-order stochastic differential equation. These procedures estimate the unknown parameters with a prescribed mean-square accuracy when the characteristic polynomial has roots with both positive and negative real parts.
Received: 15.07.1991
Citation:
V. V. Konev, S. M. Pergamenshchikov, “Sequential Parameter Estimation with Guaranteed Mean-Square Accuracy for Unstable Linear Stochastic Systems”, Probl. Peredachi Inf., 28:4 (1992), 35–48; Problems Inform. Transmission, 28:4 (1992), 327–340
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https://www.mathnet.ru/eng/ppi1366 https://www.mathnet.ru/eng/ppi/v28/i4/p35
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Abstract page: | 284 | Full-text PDF : | 100 |
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