Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations
zbMATH Open0582.93060MaRDI QIDQ1069899FDOQ1069899
Authors: Vyacheslav A. Vasiliev, Victor Konev
Publication date: 1985
Published in: Automation and Remote Control (Search for Journal in Brave)
Recommendations
- Derivation of linear estimation algorithms from measurements affected by multiplicative and additive noises
- scientific article; zbMATH DE number 4033645
- Noise-Robust Parameter Estimation of Linear Systems
- Estimation of parameters of linear dynamic systems with uncertain observations
- Least squares parameter estimation in multiplicative noise models
estimationautoregressive modeladditive and multiplicative noiselinear-in-parameters modelsmodified least-squares method
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Sequential estimation (62L12) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Cited In (10)
- Derivation of linear estimation algorithms from measurements affected by multiplicative and additive noises
- Sequential estimation for time series models
- Non-parametric sequential estimation of a regression function based on dependent observations
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
- A truncated estimation method with guaranteed accuracy
- Least squares parameter estimation in multiplicative noise models
- On Sequential Least Squares Estimates of Autoregressive Parameters
- On optimal adaptive prediction of multivariate autoregression
- Parameter estimation in dynamical systems with additive noise
- Estimation for power quality disturbances with multiplicative noises and correlated noises: a recursive estimation approach
This page was built for publication: Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1069899)