Recursive algorithm for estimating the parameters of multidimensional discrete linear dynamic systems of different orders with errors on the input
Vestnik rossijskih universitetov. Matematika, Tome 23 (2018) no. 124, pp. 707-716
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The paper presents a recurrent algorithm for estimating the parameters of multidimensional discrete linear dynamical systems of different orders with input errors, described by white noise. It is proved that the obtained estimates using stochastic gradient algorithm for minimization of quadratic forms are highly consistent.
Keywords:
different order, recurrent estimation of parameters, highly consistent estimates, linear dynamic system, interference in the input signals.
@article{VTAMU_2018_23_124_a14,
author = {I. Sandler},
title = {Recursive algorithm for estimating the parameters of multidimensional discrete linear dynamic systems of different orders with errors on the input},
journal = {Vestnik rossijskih universitetov. Matematika},
pages = {707--716},
publisher = {mathdoc},
volume = {23},
number = {124},
year = {2018},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VTAMU_2018_23_124_a14/}
}
TY - JOUR AU - I. Sandler TI - Recursive algorithm for estimating the parameters of multidimensional discrete linear dynamic systems of different orders with errors on the input JO - Vestnik rossijskih universitetov. Matematika PY - 2018 SP - 707 EP - 716 VL - 23 IS - 124 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VTAMU_2018_23_124_a14/ LA - ru ID - VTAMU_2018_23_124_a14 ER -
%0 Journal Article %A I. Sandler %T Recursive algorithm for estimating the parameters of multidimensional discrete linear dynamic systems of different orders with errors on the input %J Vestnik rossijskih universitetov. Matematika %D 2018 %P 707-716 %V 23 %N 124 %I mathdoc %U http://geodesic.mathdoc.fr/item/VTAMU_2018_23_124_a14/ %G ru %F VTAMU_2018_23_124_a14
I. Sandler. Recursive algorithm for estimating the parameters of multidimensional discrete linear dynamic systems of different orders with errors on the input. Vestnik rossijskih universitetov. Matematika, Tome 23 (2018) no. 124, pp. 707-716. http://geodesic.mathdoc.fr/item/VTAMU_2018_23_124_a14/