SOLUTION OF THE PROBLEM OF NONLINEAR PARAMETRICAL IDENTIFICATION OF STOCHASTIC OBJECTS BASED ON THE MINIMUM CRITERION OF THE ESTIMATION ERROR PROBABILITY
Rostov State Transport University, Department of Automatics and Telemechanics on Railway Transport, Rostov-on-Don; Professor
P. A. Kucherenko
Rostov State University of Means of Communication, Department of Automatics and Telemechanics on Railway Transport; Post-Graduate Student
Abstract. The nonlinear stochastic parametrical identification problem is considered. The method of the decision of identification parameter problem of the discrete observer with use of estimation error probability minimum criterion is offered. For an illustration of efficiency of the offered approach the numerical example is considered.
Keywords: parametrical identification, estimation error, a minimum of criterion, Kalman filter.