Adaptation in Stochastic Dynamic Systems—Survey and New Results IV: Seeking Minimum of API in Parameters of Data

• 作者: Innokentiy V. Semushin Julia V. Tsyganova
• 来源期刊: 通讯、网络与系统学国际期刊(英文)
• 学科: 数学
• 关键词: Linear STOCHASTIC Systems Parameter Estimation Model IDENTIFICATION IDENTIFICATION for CONTROL Adaptive CONTROL MSC (2010) 93E10 93E12 93E35
• 年，卷（期）: 2013,（12）
• 页码范围: 513-518
• 页数: 6页
• 分类号: O1

摘要

This paper investigates the problem of seeking minimum of API (Auxiliary Performance Index) in parameters of Data Model instead of parameters of Adaptive Filter in order to avoid the phenomenon of over parameterization. This problem was stated by Semushin in [2]. The solution to the problem can be considered as the development of API approach to parameter identification in stochastic dynamic systems.