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A stable solution to the ill-defined problem of identification of a stochastic dynamic system

I. V. Shcherban'

Abstract


A new method is suggested for parametric identification of the model of a stochastic dynamic system observed by a nonlinear noise-containing meter. The method takes the ill-defined formulation of identification problem into account, and allows for convergence of the computational algorithm in the case of identification of a high-dimensional vector of parameters.

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References


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DOI: https://doi.org/10.3103/S0735272705090062

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