The stochastic estimation procedure of the parameters of the nonlinear discrete objects based on the generalized probabalistic criterions
Автор: Kucherenko P.A., Sokolov S.V.
Журнал: Научное приборостроение @nauchnoe-priborostroenie
Рубрика: Математические модели, обработка данных
Статья в выпуске: 2 т.21, 2011 года.
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The relevance of researching of the alternative (against to the traditional) methods of the stochastic estimation of parameters for the nonlinear discrete objects is shown. For the first time the algorithm for the optimal estimation of the parameters for the mathematical models of the discrete nonlinear stochastic objects on the ground of the minimum probability criterion of the estimation error for the proposed algorithm is suggested. The model example, illustrating the efficiency for realization of the suggested algorithm is considered.
Nonlinear discrete plant, stochastic parameters estimation, generalized probabilistic criteria, minimum criterion of the estimation error probability
Короткий адрес: https://sciup.org/14264711
IDR: 14264711