This article is cited in 4 papers

Stochastic Systems

Accuracy of construction of approximating models under bounded measurement noises

V. M. Kuntsevich

Institute of Space Research, National Academy of Sciences and National Space Agency, Kiev, Ukraine

Abstract: If the “output” of a system is measured under an additive noise with predefined set-valued estimate, then there is an optimal size for the vector of parameters of the approximating model under which the guaranteed approximation error is minimal. This result is extended to the case in which the a priori noise estimate depends on the measured parameter.

Presented by the member of Editorial Board: B. T. Polyak

Received: 31.05.2004

 English version: Automation and Remote Control, 2005, 66:5, 791–798

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