IDENTIFICATION OF AUTOREGRESSIVE DYNAMIC-SYSTEMS

Authors
VASILEV VA
Citation
Va. Vasilev, IDENTIFICATION OF AUTOREGRESSIVE DYNAMIC-SYSTEMS, Automation and remote control, 58(12), 1997, pp. 1929-1939
Citations number
17
Journal title
Automation and remote control → ACNP
ISSN journal
00051179
Volume
58
Issue
12
Year of publication
1997
Part
2
Pages
1929 - 1939
Database
ISI
SICI code
0005-1179(1997)58:12<1929:IOAD>2.0.ZU;2-J
Abstract
Prababilistic models for dynamic systems with unknown parameters are c onstructed. The results care applied to study autoregression processes . In Particular, the parameters of the dynamics of an autoregression p rocess with convergent moments of deviations of different orders and f unctionals of its mean-square convergent noise distributions are estim ated.