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Journal of Automation and Information Sciences
SJR: 0.238 SNIP: 0.464 CiteScore™: 0.27

ISSN Imprimer: 1064-2315
ISSN En ligne: 2163-9337

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Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v34.i9.20
9 pages

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

Yuriy S. Rasshcheplyaev
Rostov Military Institute of Rocket Forces, Rostov-on-Don, Russia
Sergey P. Pirogov
Rostov Military Institute of Rocket Forces, Rostov-on-Don, Russia

RÉSUMÉ

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.


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