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Journal of Automation and Information Sciences
SJR: 0.232 SNIP: 0.464 CiteScore™: 0.27

ISSN Imprimir: 1064-2315
ISSN On-line: 2163-9337

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Journal of Automation and Information Sciences

DOI: 10.1615/J Automat Inf Scien.v37.i9.40
pages 31-46

Identification for Systems of Stochastic Dynamic Discrete Models with Determinate Coefficients

Alexander P. Sarychev
Institute of Technical Mechanics of National Academy of Sciences of Ukraine and National Space Agency of Ukraine, Dnepropetrovsk, Ukraine

RESUMO

We consider the problem of estimation of coefficients in the system of stochastic dynamic discrete models, for which variations of states are defined by different sets of preceding states and different variables of state. Quality functional for the system of stochastic dynamic discrete models was introduced. We obtained conditions of optimality, suggested iterative scheme for determination of coefficients, which minimize the introduced functional.


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