Guaranteed estimation of nonstationary parameters of difference equations under uncertainty

被引：0

作者：

Nakonechnyi A. ^{[1
]}

Zinko P.N. ^{[1
]}

Shevchuk Y.M. ^{[1
]}

机构：

[1] Kiev National Taras Shevchenko University, Kiev

来源：

| 2018年 / Begell House Inc.卷 / 50期

关键词：

Additive noise; Bellman functions and Kalman-Bussi filter; Building optimal and guaranteed estimations; Difference nonlinear equations; Nonstationary parameters; Numerical experiments;

D O I：

10.1615/JAutomatInfScien.v50.i11.10

中图分类号：

学科分类号：

摘要：

The algorithms of building optimal and guaranteed estimations of nonstationary parameters of difference nonlinear equations with additive noise are given. The approaches to construct optimal estimations based on Bellman functions and Kalman-Bussi filter are presented. The results of numerical experiments for the problem of building guaranteed and optimal estimates for mathematical model of spreading one type of information are considered. The offered approach except theoretical interest has an important practical meaning. © 2018 by Begell House Inc.

引用

页码：1 / 18

页数：17

共 14 条

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