Title :
Program system for active parametric identification of stochastic dynamical systems APIS
Author :
Chubich, V.M. ; Chernikova, O.S. ; Filippova, Elena V.
Author_Institution :
Novosibirsk State Tech. Univ., Novosibirsk, Russia
Abstract :
Program system for active parametric identification of stochastic dynamical systems described by nonlinear discrete and continuous-discrete models in state space is considered. The general case is discussed, when unknown parameters are in state equation, in observation equation, in initial conditions, in covariant matrix of dynamic interference and measurement errors.
Keywords :
covariance matrices; discrete systems; parameter estimation; state-space methods; stochastic systems; active parametric identification; continuous-discrete model; covariance matrix; dynamic interference error; initial conditions; measurement error; nonlinear discrete model; observation equation; program system; state equation; state space model; stochastic dynamical systems; Bismuth; Covariance matrices; Educational institutions; Equations; MATLAB; Mathematical model; Stochastic processes;
Conference_Titel :
Actual Problems of Electronics Instrument Engineering (APEIE), 2012 11th International Conference on
Conference_Location :
Novosibirsk
Print_ISBN :
978-1-4673-2842-5
DOI :
10.1109/APEIE.2012.6629055
