Adaptive Systems

On simultaneous evaluation of skipped observations and of parameters of linear processes

N. P. Petrov, A. S. Poznyak

Moscow

Abstract: For a range of linear processes described by linear difference equations and algorithm is proposed for simultaneous obtaining the skipped observations and parameters. The algorithm is found to converge locally. Results of numerical modeling are reported.

UDC: 62-501.4


Received: 10.07.1987

 English version: Automation and Remote Control, 1989, 50:1, 88–94

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