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Journal of Automation and Information Sciences
SJR: 0.238 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.v38.i11.20
pages 14-21

Parameters Identification in Minimax Statement

Yuriy L. Menshikov
Dnepropetrovsk National University, Dnepropetrovsk, Ukraine

RESUMO

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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