ISSN 0021-3454 (print version)
ISSN 2500-0381 (online version)
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9
Issue
vol 60 / SEPTEMBER, 2017
Article
UDC 629.191

REGULARIZATION OF VARIATIONAL ESTIMATIONS OF NONLINEAR DYNAMIC SYSTEM STATE PARAMETERS

V. I. Mironov
St. Petersburg Institute for Informatics and Automation of the Russian Academy of Sciences; Professor, Leading Scientist


Y. V. Mironov
St. Petersburg Institute of Informatics and Automation of the Russian Academy of Sciences; Senior Scientist


R. M. Yusupov
St. Petersburg Institute of Informatics and Automation of the Russian Academy of Sciences; Professor


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Abstract.   Application of the variational approach to regularization of the problem of estimation of statistical parameters of nonlinear dynamic system state with the use of the maximum-likelihood criterion is considered.
Keywords: statistical estimation, regularization, nonlinear dynamic system, maximum-likelihood criterion