Successive identification of the random-parameter linear dynamic system

DOI10.1134/S0005117908080079MaRDI QIDQ1003010zbMATH OpenFDO

Authors D. V. Kashkovskii, Victor Konev

Publication date 26 February 2009

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0005117908080079

zbMATH Keywords

discrete-time linear stochastic systemleast-squares methodnumerical modeling

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cites work

• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• scientific article; zbMATH DE number 2176422 (Why is no real title available?)
• Limit laws of a sequence determined by a random difference equation governing a one-compartment system
• RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
• Sequential identification procedures for the parameters of dynamic systems
• The parametric identification methods for many-dimensional linear models in the presence of a priori uncertainty

Cited in

(10)

• Recurrent filtering and identification of dynamical system parameters
• Estimating an abrupt perturbation of a dynamical system and identification of its parameters
• Identification by the method of organized search
• Confidence estimation of autoregressive parameters based on noisy data
• Identification of linear stochastic systems via second- and fourth-order cumulant matching
• Successive parameter estimation of continuous dynamic systems
• scientific article; zbMATH DE number 1498457 (Why is no real title available?)
• scientific article; zbMATH DE number 4001104 (Why is no real title available?)
• Noise-proof method for determining the linear dynamic system parameters based on pulse-response characteristic
• On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises

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