Estimation of parameters of linear and nonlinear stochastic systems by the method of averaged residuals (Q1086541)
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scientific article; zbMATH DE number 3985100
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| English | Estimation of parameters of linear and nonlinear stochastic systems by the method of averaged residuals |
scientific article; zbMATH DE number 3985100 |
Statements
Estimation of parameters of linear and nonlinear stochastic systems by the method of averaged residuals (English)
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1985
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Asymptotic properties of estimates of parameters of linear and nonlinear stochastic systems with the aid of the method of averaged residuals are studied. Simple algebraic conditions of convergence of parameter estimates are obtained. Some results of numerical experiments illustrate the advantage of the method.
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linear and nonlinear stochastic systems
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method of averaged residuals
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parameter estimates
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0.7924671173095703
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0.7843769788742065
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0.7819207906723022
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