自动化与信息科学期刊
每年出版 12 期
ISSN 打印: 1064-2315
ISSN 在线: 2163-9337
SJR:
0.173
SNIP:
0.588
CiteScore™::
2
Indexed in
Algorithm of Adaptive Estimation of Random Processes Based on Dynamic Stochastic Approximations
卷 34,
册 9, 2002,
9 pages
DOI: 10.1615/JAutomatInfScien.v34.i9.20
摘要
The approach to synthesis of algorithms of adaptive filtering random processes under conditions of uncertainty of parameters values of a priori probability densities is suggested, models of these processes being offered. Based on dynamic stochastic approximation the approach in question develops the known idea of active adapting. On the basis of the synthesized algorithm of adaptive estimation one can derive in the special cases the known algorithms of active adapting the parameters of filtering equations of stochastic processes. The example illustrating operation of proposed algorithm for solving the particular problem was given.
551 文章浏览量
5 文章下载
统计数据
相似内容的文章:
最新一期
Modeling of Configurations Formed when Using Microneedle Systems
Properties of Large Deviations of Empirical Estimates in a Stochastic Optimization Problem for a Homogeneous Random Field
The Dynamics of One Arms Race Mathematical Model with a Delay
Some Ways to Modeling Input Data for Information Search in the Library of Standards when Solving Semantics Problems
Method for Constructing Primitive Polynomials for Cryptographic Subsystems of Dependable Automated Systems
Complete Asymptotics of Approximations by Certain Singular Integrals in Mathematical Modeling
Index, Volume 52, 2020