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

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...

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Bibliographic Details
Main Authors: Denisov, V.I., Chubich, V.M., Chernikova, O.S.
Format: Conference Proceeding
Language:English
Subjects:
Automatic control
Computer science
Covariance matrix
Frequency domain analysis
Mathematics
Operating systems
Parameter estimation
Signal synthesis
State estimation
Stochastic systems
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Summary: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.
DOI:10.1109/KORUS.2005.1507643