图书馆订阅: Guest
自动化与信息科学期刊

每年出版 12 

ISSN 打印: 1064-2315

ISSN 在线: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

Algorithm of Adaptive Estimation of Random Processes Based on Dynamic Stochastic Approximations

卷 34, 册 9, 2002, 9 pages
DOI: 10.1615/JAutomatInfScien.v34.i9.20
Get accessGet access

摘要

The approach to synthesis of algorithms of adaptive filtering random processes under conditions of uncertainty of parameters values of a priori probability densities is suggested, models of these processes being offered. Based on dynamic stochastic approximation the approach in question develops the known idea of active adapting. On the basis of the synthesized algorithm of adaptive estimation one can derive in the special cases the known algorithms of active adapting the parameters of filtering equations of stochastic processes. The example illustrating operation of proposed algorithm for solving the particular problem was given.

Begell Digital Portal Begell 数字图书馆 电子图书 期刊 参考文献及会议录 研究收集 订购及政策 Begell House 联系我们 Language English 中文 Русский Português German French Spain