I. P. Kornfeld, Sh. E. Shteĭnberg, “Estimation of parameters of linear and nonlinear stochastic systems by the method of averaged discrepancies”, Avtomat. i Telemekh., 1985, Issue 8,Pages <nobr>51

Adaptive Systems

Estimation of parameters of linear and nonlinear stochastic systems by the method of averaged discrepancies

I. P. Kornfeld, Sh. E. Shteĭnberg

Moscow

Abstract: The method of averaged misalignments is studied for recurrent evaluation of stochastic system parameters. For linear and nonlinear systems conditions for convergence almost surely of the parameters to the true values are formulated. Results of numerical experiments are given.

UDC: [62-501.4+62-501.5], 62-501.72

Received: 07.05.1984