SVD-Based Identification of Parameters of the Discrete-Time Stochastic Systems Models with Multiplicative and Additive Noises Using Metaheuristic Optimization

SVD-Based Identification of Parameters of the Discrete-Time Stochastic Systems Models with Multiplicative and Additive Noises Using Metaheuristic Optimization

The paper addresses a parameter identification problem for discrete-time stochastic systems models with multiplicative and additive noises. Stochastic systems with additive and multiplicative noises are considered when solving many practical problems related to the processing of measurements informa...

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Bibliographic Details
Main Authors: Andrey Tsyganov, Yulia Tsyganova
Format: Article
Language:English
Published: MDPI AG 2023-10-01
Series:Mathematics
Subjects:
discrete-time stochastic systems with additive and multiplicative noises
parameter identification
quadratic identification criterion
metaheuristics
Kalman filter
SVD filter
Online Access:https://www.mdpi.com/2227-7390/11/20/4292

Internet

https://www.mdpi.com/2227-7390/11/20/4292

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