B.A. Moryakin (Russia)
Identification, stability, continuity, consistency of Euclidean structures, extremum problems
Problem of identification for a model of a stochastic dy namical system under a sampling values of state, observed with errors, is considered. Conditions of applicability of the theorem about global extremum for this problem is de rived. Algorithm developed of getting an optimal estima tion is converged when there are a parameters of the prob lem such that Euclidean structures of the sampling space and space of random variables are consistent.
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