This article is cited in 4 papers

Stochastic Systems

Successive procedures of parameter identification in dynamic systems

V. V. Konev, S. M. Pergamenshchikov

Tomsk

Abstract: A method is proposed for successive estimation of an arbitrary finite number of parameters which are linear in recurrence equations of the process under observation. Under certain conditions successive procedures insure the desired accuracy of parameter estimation at the time when the observations discontinue. These conditions are held for an arbitrary autoregression process and associated multidimensional analog.

UDC: 519.24:62-50


Received: 30.04.1980

 English version: Automation and Remote Control, 1981, 42:7, 917–924

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