О сходимости итерационной процедуры среднеквадратичного оценивания коэффициентов линейно параметрической дискретной модели

DOI10.14498/VSGTU676MaRDI QIDQ5221644zbMATH OpenOpenAlexFDO

Authors Vladimir Evgen'Evich Zoteev

Publication date 3 April 2020

Published in Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://mathnet.ru/eng/vsgtu676

zbMATH Keywords

generalized regression modelmean-square estimationconvergence of iteration procedure

Mathematics Subject Classification ID

Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Simulation of dynamical systems (37M05) Numerical nonlinear stabilities in dynamical systems (65P40)

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Cites work

• Parametrical identification of linear dynamical system on the basis of stochastic difference equations
• Variance-Minimizing Hedging in a Model with Jumps at Deterministic Times

Cited in

(1)

• On convergence of iteration procedure for root-mean-square estimation of coefficients of linear parametric discrete models describing oscillations of systems with turbulent friction

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