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Journal of Automation and Information Sciences

Published 12 issues per year

ISSN Print: 1064-2315

ISSN Online: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

Algorithm of Adaptive Estimation of Random Processes Based on Dynamic Stochastic Approximations

Volume 34, Issue 9, 2002, 9 pages
DOI: 10.1615/JAutomatInfScien.v34.i9.20
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ABSTRACT

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.

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