D - optimum parameters estimation of models of stochastic linear discrete- time systems in frequency domain

Autor:	V.M. Chubich, V. I. Denisov, O.S. Chernikova
Rok vydání:	2006
Předmět:	Noise Discrete time and continuous time Estimation theory Control theory Frequency domain Linear system Applied mathematics A priori and a posteriori Covariance Optimal control Mathematics
Zdroj:	Proceedings. The 9th Russian-Korean International Symposium on Science and Technology, 2005. KORUS 2005..
DOI:	10.1109/korus.2005.1507643
Popis:	The procedure of optimum parametrical estimation, taking into account various levels of parametrical a priori uncertainty is presented. The results are given for the case when the parameters estimated are included in various combinations in the state, control, noise and measurement matrices, initial conditions and covariance matrices of dynamic noise and measurement errors.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::0b1299b67d10fed79ad8b2d564bb4fee https://doi.org/10.1109/korus.2005.1507643 Zobrazit plný text záznamu