Geodesic
Information estimates in the problem blind identification of dynamic systems
The Bulletin of Irkutsk State University. Series Mathematics, Tome 6 (2013) no. 4, pp. 23-30

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The convergence and stability problems of the Bayesian estimations are considered for identification of stochastic control systems. The main tools to prove the convergence is the information measure of the mismatch between the given distribution and the estimation. As a measure, the so-called information number of Kulbaka–Leiblera is taken. The convergence of the estimation of the transitive function to the process to the nonstationary transitive function is established.
Keywords: Bayesian estimation, information number.
Mots-clés : identification 
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     author = {V. V. Karelin},
     title = {Information estimates in the problem blind identification of dynamic systems},
     journal = {The Bulletin of Irkutsk State University. Series Mathematics},
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     url = {http://geodesic.mathdoc.fr/item/IIGUM_2013_6_4_a1/}
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V. V. Karelin. Information estimates in the problem blind identification of dynamic systems. The Bulletin of Irkutsk State University. Series Mathematics, Tome 6 (2013) no. 4, pp. 23-30. http://geodesic.mathdoc.fr/item/IIGUM_2013_6_4_a1/