A criterion of minimum of estimation error probability in a problem of nonlinear parametric identification

Authors

  • P. A. Kucherenko Rostov State University of Transport Communication, Russian Federation

DOI:

https://doi.org/10.3103/S0735272709010063

Abstract

Solution of stochastic nonlinear identification problem is proposed. An algorithm of discrete observer parameter identification, based on utilization of criterion of minimal estimation error probability, is synthesized. To illustrate proposed approach efficiency we consider a model example.

References

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A. A. Krasovskii, Theory of Automated Control. Handbook (Nauka, Moscow, 1987) [in Russian].

Sh. E. Shteinberg, Identification in Control Systems (Energoatomizdat, Moscow, 1987) [in Russian].

V. I. Tikhonov and V. N. Kharisov, Statistical Analysis and Synthesis of Radio Engineering Devices and Systems (Radio i Svyaz’, Moscow, 1991) [in Russian].

B. R. Levin, Theoretical Principles of Statistical Radio Engineering (Radio i Svyaz’, Moscow, 1989) [in Russian].

B. Bunday, Basic Optimization Methods (Edward Arnold, London, 1984; Radio i Svyaz’, Moscow, 1988).

Published

2009-01-06

Issue

Section

Research Articles