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Sibirskii Zhurnal Industrial'noi Matematiki, 2005, Volume 8, Number 3, Pages 102–119 (Mi sjim294)  
This article is cited in 5 scientific papers (total in 5 papers)

Orthoregressive estimates for the parameters of systems of linear difference equations

A. A. Lomov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (306 kB) Citations (5)
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Abstract: The problem of estimating the parameters of linear difference systems of equations from the observations of the segments of solutions with additive stochastic perturbations is considered. The methods of multivariate orthogonal regression are applied to obtain the estimators. The results of comparative study of the methods are exposed from the standpoint of information on linear constraints in observations. The properties of the estimators in the limit cases of a gross sample are studied. For small perturbations, a scheme for comparison of estimators by linear approximations is proposed.
Received: 07.06.2005
English version:
Journal of Applied and Industrial Mathematics, 2007, Volume 1, Issue 1, Pages 59–76
DOI: https://doi.org/10.1134/S1990478907010073
Bibliographic databases:
UDC: 519.233.22:517.93
Language: Russian
Citation: A. A. Lomov, “Orthoregressive estimates for the parameters of systems of linear difference equations”, Sib. Zh. Ind. Mat., 8:3 (2005), 102–119; J. Appl. Industr. Math., 1:1 (2007), 59–76
Citation in format AMSBIB
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\by A.~A.~Lomov
\paper Orthoregressive estimates for the parameters of systems of linear difference equations
\jour Sib. Zh. Ind. Mat.
\yr 2005
\vol 8
\issue 3
\pages 102--119
\mathnet{http://mi.mathnet.ru/sjim294}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2221646}
\zmath{https://zbmath.org/?q=an:1106.93021}
\transl
\jour J. Appl. Industr. Math.
\yr 2007
\vol 1
\issue 1
\pages 59--76
\crossref{https://doi.org/10.1134/S1990478907010073}
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  • https://www.mathnet.ru/eng/sjim294
  • https://www.mathnet.ru/eng/sjim/v8/i3/p102
    • This publication is cited in the following 5 articles:
    1. A. A. Lomov, “On the asymptotic optimality of orthoregressional estimates”, J. Appl. Industr. Math., 10:4 (2016), 511–519  mathnet  crossref  crossref  mathscinet  elib
    2. A. A. Lomov, “Joint identifiability of parameters of linear dynamic equations of a plant and disturbances”, J. Math. Sci., 221:6 (2017), 857–871  mathnet  crossref  crossref
    3. Lomov A.A., “On quantitative a priori measures of identifiability of coefficients of linear dynamic systems”, Journal of Computer and Systems Sciences International, 50:1 (2011), 1–13  crossref  zmath  isi  scopus
    4. A. A. Lomov, “On Local Stability in the Identification Problem for Coefficients of Linear Difference Equation”, J. Math. Sci., 188:4 (2013), 410–434  mathnet  mathnet  crossref
    5. Lomov A.A., “Estimation of trends and identification of time series dynamics in short observation sections”, J. Comput. Syst. Sci. Int., 48:1 (2009), 1–13  crossref  mathscinet  zmath  zmath  isi  elib  scopus
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Сибирский журнал индустриальной математики
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