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Journal of Automation and Information Sciences

年間 12 号発行

ISSN 印刷: 1064-2315

ISSN オンライン: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

Guaranteed Estimation of Nonstationary Parameters of Difference Equations under Uncertainty

巻 50, 発行 11, 2018, pp. 1-18
DOI: 10.1615/JAutomatInfScien.v50.i11.10
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要約

The algorithms of building optimal and guaranteed estimations of nonstationary parameters of difference nonlinear equations with additive noise are given. The approaches to construct optimal estimations based on Bellman functions and Kalman–Bussi filter are presented. The results of numerical experiments for the problem of building guaranteed and optimal estimates for mathematical model of spreading one type of information are considered. The offered approach except theoretical interest has an important practical meaning.

参考
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