Identification of bilinear dynamical systems with noise in output signal
Informacionnye tehnologii i vyčislitelnye sistemy, no. 3 (2015), pp. 81-91
Cet article a éte moissonné depuis la source Math-Net.Ru
An algorithm is proposed which is a generalization of the method of least squares, which produces strongly consistent estimators of the parameters of bilinear dynamical systems with noise in the output signal in the absence of information about the distribution of the noise.
Keywords:
parametric identification, output-error model, least squares.
@article{ITVS_2015_3_a7,
author = {D. V. Ivanov and O. A. Katsyuba and O. V. Uskov},
title = {Identification of bilinear dynamical systems with noise in output signal},
journal = {Informacionnye tehnologii i vy\v{c}islitelnye sistemy},
pages = {81--91},
year = {2015},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ITVS_2015_3_a7/}
}
TY - JOUR AU - D. V. Ivanov AU - O. A. Katsyuba AU - O. V. Uskov TI - Identification of bilinear dynamical systems with noise in output signal JO - Informacionnye tehnologii i vyčislitelnye sistemy PY - 2015 SP - 81 EP - 91 IS - 3 UR - http://geodesic.mathdoc.fr/item/ITVS_2015_3_a7/ LA - ru ID - ITVS_2015_3_a7 ER -
D. V. Ivanov; O. A. Katsyuba; O. V. Uskov. Identification of bilinear dynamical systems with noise in output signal. Informacionnye tehnologii i vyčislitelnye sistemy, no. 3 (2015), pp. 81-91. http://geodesic.mathdoc.fr/item/ITVS_2015_3_a7/