Adaptive Systems

On guaranteed parameter estimation for unstable dynamic systems

V. V. Konev, S. M. Pergamenshchikov

Tomsk

Abstract: The method of guaranteed estimation of linear parameters is improved from stochastic dynamic discrete-time systems. Autoregression parameter estimates provide the desired r. m. s. accuracy in either stable or unstable case. The estimates are strongly consistent and their r. m. s. estimates converge.

UDC: 62-501.473


Received: 17.03.1987

 English version: Automation and Remote Control, 1988, 49:11, 1495–1504

Bibliographic databases:

• 
•