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JOURNALS // Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences // Archive

Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.], 2009 Issue 1(18), Pages 133–141 (Mi vsgtu676)

This article is cited in 4 papers

Mathematical Modeling

On Convergence of Iteration Procedure For Mean-square Estimation of Coefficients of a Linear Parametric Discrete Model

V. E. Zoteev

Samara State Technical University. Dept. of Applied Mathematics and Computer Science

Abstract: Sufficient conditions for convergence of the iteration procedure for mean-square estimation of coefficients of difference equations is studied.

Keywords: generalized regression model, mean-square estimation, the convergence of the iteration procedure.

UDC: 681.5.015

MSC: 65P40, 34C15, 37M05

Original article submitted 05/II/2009
revision submitted – 17/II/2009

DOI: 10.14498/vsgtu676



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