RT Journal Article
ID 556c8f644f351a28
A1 Sarychev, Alexander P.
T1 Identification of Systems Parameters of Autoregression Equations for Known Covariance Matrixes
JF Journal of Automation and Information Sciences
JO JAI(S)
YR 2012
FD 2012-07-12
VO 44
IS 5
SP 10
OP 27
K1 estimation of parameters
K1 systems of autoregression equations
K1 statistically dependent input variables
K1 model of functioning
K1 observation model
K1 covariance matrixes
K1 additive random components
K1 iteration procedure
K1 method of statistical testing.
AB The problem of estimation of parameters of system of autoregression equations, in which the sets of input variables can be various and random additive components in output variables can be statistically dependent both in model of functioning and in observation model is under consideration. We assume that covariance matrixes of additive random components in functioning and observation models are specified. Iteration procedure of estimation of coefficients, which is investigated by the method of statistical testing, is proposed.
PB Begell House
LK https://www.dl.begellhouse.com/journals/2b6239406278e43e,77eca4ec4b58fce7,556c8f644f351a28.html