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Rekurrentnoe Otsenivanie Parametrov Dinamicheskikh Sistem: Modeli S Oshibkami V Peremennykh Dmitriy Ivanov Russian edition
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Rekurrentnoe Otsenivanie Parametrov Dinamicheskikh Sistem: Modeli S Oshibkami V Peremennykh
Dmitriy Ivanov
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.
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 8 de junio de 2012 |
| ISBN13 | 9783847307150 |
| Editores | LAP LAMBERT Academic Publishing |
| Páginas | 136 |
| Dimensiones | 150 × 8 × 226 mm · 208 g |
| Lengua | Russian |
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