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Journal of Automation and Information Sciences
SJR: 0.275 SNIP: 0.59 CiteScore™: 0.8

ISSN Imprimir: 1064-2315
ISSN En Línea: 2163-9337

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Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v48.i7.30
pages 17-27

The Estimation of the Parameters of Dynamical Systems under Conditions of Random Omissions of Measurements

Farit F. Idrisov
Tomsk State University of Control Systems and Radioelectronics, Tomsk

SINOPSIS

The algorithms of estimating the parameters of multidimensional dynamical systems under conditions of randomly disappearing measurements are presented. The properties of these estimates are investigated.

REFERENCIAS

  1. Little R.J.A., Rubin D.B., Statistical analysis with missing data (Russian translation), Finansy i statistika, 1991.

  2. Idrisov F.F., Randomized time series (in Russian), Tomskiy gosudarstvennyi pedagogicheskiy universitet, 2004.

  3. Morozov V.A., Estimation of the parameters of linear dynamical systems with uncertain observations, Avtomatika i telemekhanika, 1984, No. 4, 84–94.

  4. Vassiliev V.A., Konev V.V., Sequential parameter estimation of dynamical systems in the presence of multiplicative and additive noise in observations, Ibid, 1985, No. 6, 33–44.

  5. Quian W., Gaussian estimation of the first order time series models with Bernoulli observations, Stochastic Processes and their Applications, 1987, 27, No. 1, 85–96.

  6. Polyak B.T., Shcherbakov P.S., Matrix estimation algorithms, Avtomatika i telemekhanika, 1995, No. 11, 122–139.


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