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Journal of Automation and Information Sciences

Published 12 issues per year

ISSN Print: 1064-2315

ISSN Online: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

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Parameters Identification in Minimax Statement

Volume 38, Issue 11, 2006, pp. 14-21
DOI: 10.1615/J Automat Inf Scien.v38.i11.20
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ABSTRACT

The problem of parameters identification of linear model of stationary process in determinate statement is under consideration. The number of measurements is minimal and does not exceed the number of model variables. Minimax statement of the problem of stable identification of parameters of model was considered. For comparison with known methods we made determination of econometric model by real measurements.

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