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Journal of Automation and Information Sciences

Publicou 12 edições por ano

ISSN Imprimir: 1064-2315

ISSN On-line: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

Guaranteed Estimation of Nonstationary Parameters of Difference Equations under Uncertainty

Volume 50, Edição 11, 2018, pp. 1-18
DOI: 10.1615/JAutomatInfScien.v50.i11.10
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RESUMO

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.

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