RT Journal Article ID 002ba16810432d73 A1 Sarychev, Alexander P. T1 Identification of Systems Parameters of Autoregressive Equations with Random Coefficients and Known Covariance Matrices JF Journal of Automation and Information Sciences JO JAI(S) YR 2013 FD 2013-11-28 VO 45 IS 9 SP 13 OP 33 K1 estimation problem K1 random additive components K1 output variables K1 covariance matrix K1 mathematical expectation AB The estimation problem of parameters of system of autoregressive equations is considered. It is supposed that the coefficients are the random quantities, the sets of input variables in the equations can be various, and the random additive components in output variables can be statistically dependent both in model of functioning and in an observation model. It is supposed that the covariance matrices of random coefficients as well as additive random components in functioning and observation models are known. Iterative procedure of estimating mathematical expectation of random coefficients is investigated by a method of statistical tests. PB Begell House LK https://www.dl.begellhouse.com/journals/2b6239406278e43e,43b16f570d62d0cb,002ba16810432d73.html