Geodesic
Parametrical identification of the mathematical model in the form of fraction-rational dependencies on the basis of difference equations
Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 3 (2012), pp. 102-113

Voir la notice de l'article provenant de la source Math-Net.Ru

The numerical method of parametrical identification of the mathematical model in the form of fraction-rational functional dependencies is considered. The method is based on iteration procedure for mean-square estimation of coefficients of linear parametric discrete models in the form of stochastic difference equations. Such an approach to solving the problem of identification of the fraction-rational functional dependencies can ensure a high adequacy of the models, and as a consequence, achieve high accuracy of estimating of the models parameters.
Keywords: parametrical identification, difference equations, iterative process, mean-square approximation, fraction-rational functional dependence. 
@article{VSGTU_2012_3_a9,
     author = {V. E. Zoteev and M. A. Romanyuk},
     title = {Parametrical identification of the mathematical model in the form of fraction-rational dependencies on the basis of difference equations},
     journal = {Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences},
     pages = {102--113},
     publisher = {mathdoc},
     number = {3},
     year = {2012},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VSGTU_2012_3_a9/}
}
TY  - JOUR
AU  - V. E. Zoteev
AU  - M. A. Romanyuk
TI  - Parametrical identification of the mathematical model in the form of fraction-rational dependencies on the basis of difference equations
JO  - Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences
PY  - 2012
SP  - 102
EP  - 113
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/VSGTU_2012_3_a9/
LA  - ru
ID  - VSGTU_2012_3_a9
ER  - 
%0 Journal Article
%A V. E. Zoteev
%A M. A. Romanyuk
%T Parametrical identification of the mathematical model in the form of fraction-rational dependencies on the basis of difference equations
%J Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences
%D 2012
%P 102-113
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/VSGTU_2012_3_a9/
%G ru
%F VSGTU_2012_3_a9
V. E. Zoteev; M. A. Romanyuk. Parametrical identification of the mathematical model in the form of fraction-rational dependencies on the basis of difference equations. Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 3 (2012), pp. 102-113. http://geodesic.mathdoc.fr/item/VSGTU_2012_3_a9/