A stable solution to the ill-defined problem of identification of a stochastic dynamic system
DOI:
https://doi.org/10.3103/S0735272705090062Abstract
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.References
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