REGULARIZATION OF VARIATIONAL ESTIMATIONS OF NONLINEAR DYNAMIC SYSTEM STATE PARAMETERS
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
