Вплив апріорної інформації про початковий стан об’єкта на точність оцінювання параметрів моделі
The application of a Kalman’s filtering method is shown by development of algorithms of adaptive estimation in conditions of short sample. The technique of improvement of accuracy of estimation of the model’s parameters in the transitive period based on the account of the appriory information is des...
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| Date: | 2019 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian |
| Published: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2019
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| Online Access: | http://journal.iasa.kpi.ua/article/view/176052 |
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| Journal Title: | System research and information technologies |
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System research and information technologies| Summary: | The application of a Kalman’s filtering method is shown by development of algorithms of adaptive estimation in conditions of short sample. The technique of improvement of accuracy of estimation of the model’s parameters in the transitive period based on the account of the appriory information is described. The application of this technique for autoregression models and some dynamic lines in conditions of short sample is shown. The results of modeling of the offered algorithms are given. |
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