This article is cited in 3 papers

Stochastic Systems

Successive identification of the random-parameter linear dynamic system

D. V. Kashkovskii, V. V. Konev

Tomsk State University

Abstract: For the case of unknown parameters that are subject to noise, a successive algorithm for identification of the discrete-time linear stochastic system was proposed. Special selection of a random instant of observation abortion in the least-squares method enabled determination of the theoretical boundary of the root-mean-square precision of the vector estimator which is inversely proportional to the procedure parameter defining its duration. The results of numerical modeling were presented.

PACS: 02.50.Fz

Presented by the member of Editorial Board: V. A. Lototskii

Received: 04.04.2006

 English version: Automation and Remote Control, 2008, 69:8, 1344–1356

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