Title :
D-optimum parameters estimation of models of stochastic linear discrete-time systems in frequency domain
Author :
Denisov, V.I. ; Chubich, V.M. ; Chernikova, O.S.
Author_Institution :
Dept. of Appl. Math. & Comput. Sci., Novosibirsk State Tech. Univ., Russia
fDate :
26 June-2 July 2005
Abstract :
The procedure of optimum parametrical estimation, taking into account various levels of parametrical a priori uncertainty is presented. The results are given for the case when the parameters estimated are included in various combinations in the state, control, noise and measurement matrices, initial conditions and covariance matrices of dynamic noise and measurement errors.
Keywords :
covariance matrices; discrete time systems; frequency-domain analysis; linear systems; optimal control; parameter estimation; stochastic systems; uncertain systems; D-optimum parameter estimation; covariance matrices; dynamic noise; frequency domain analysis; measurement errors; parametrical a priori uncertainty; stochastic linear discrete-time systems; Automatic control; Computer science; Covariance matrix; Frequency domain analysis; Mathematics; Operating systems; Parameter estimation; Signal synthesis; State estimation; Stochastic systems;
Conference_Titel :
Science and Technology, 2005. KORUS 2005. Proceedings. The 9th Russian-Korean International Symposium on
Print_ISBN :
0-7803-8943-3
DOI :
10.1109/KORUS.2005.1507643
