Rekurrentnoe Otsenivanie Parametrov Dinamicheskikh Sistem: Modeli S Oshibkami V Peremennykh - Dmitriy Ivanov - Books - LAP LAMBERT Academic Publishing - 9783847307150 - June 8, 2012
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Dmitriy Ivanov
Rekurrentnoe Otsenivanie Parametrov Dinamicheskikh Sistem: Modeli S Oshibkami V Peremennykh Russian edition

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Monografiya posvyashchena probleme otsenivaniya parametrov modeley dinamicheskikh sistem pri nalichii pomekh nablyudeniya vo vkhodnykh i vykhodnykh signalakh. Predstavlen obzor sushchestvuyushchikh metodov otsenivaniya, privedeny ikh dostoinstva i nedostatki. Na osnove nelineynykh kriteriev, obobshchayushchikh metod naimen'shikh kvadratov (MNK), predlozheny rekurrentnye algoritmy tipa stokhasticheskoy approksimatsii dlya otsenivaniya parametrov. Dokazana sil'naya sostoyatel'nost' poluchaemykh otsenok parametrov. Privedeny rezul'taty testirovaniya predlozhennykh algoritmov i sravneniya s ranee izvestnymi algoritmami. Pokazano, chto predlozhennye algoritmy obladayut vysokoy effektivnost'yu. Monografiya prednaznachena dlya spetsialistov v oblasti matematicheskoy statistiki i matematicheskogo modelirovaniya.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released June 8, 2012
ISBN13 9783847307150
Publishers LAP LAMBERT Academic Publishing
Pages 136
Dimensions 150 × 8 × 226 mm   ·   208 g
Language Russian  

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