Stochastic Systems

Estimation of plant motion parameters in a control system

N. S. Belova

Moscow

Abstract: The problem of the estimation of the plant motion parameters is investigated. The measurements are taken by two different measuring devices. The value of the measurement error variance is known for only one of the two devices. The maximum likelihood method is used to prove the asymptotic uniqueness of the solution of likelihood equations and the estimate consistency, asymptotic normality, and asymptotic efficiency. The author also proves convergence of the iterative solution of the likelihood equation.

UDC: 629.7.058.6


Received: 22.09.1976

 English version: Automation and Remote Control, 1978, 38:10, 1446–1451

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