DocumentCode
3492941
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
fYear
2012
fDate
2-4 Oct. 2012
Firstpage
70
Lastpage
77
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Actual Problems of Electronics Instrument Engineering (APEIE), 2012 11th International Conference on
Conference_Location
Novosibirsk
Print_ISBN
978-1-4673-2842-5
Type
conf
DOI
10.1109/APEIE.2012.6629055
Filename
6629055
Link To Document