On Convergence of Iteration Procedure for Root-Mean-Square Estimation of Coefficients of Linear Parametric Discrete Models Describing Oscilattions of Systems with Turbulent Friction

Sufficient conditions for convergence of the iteration procedure for mean-square estimation of coefficients of linear parametric discrete models describing in the form of stochastic difference equations the observational data of oscilattions of systems with turbulent friction are studied. Applicatio...

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Bibliographic Details
Main Authors: V. E. Zoteev, A. A. Egorova
Format: Article
Language:English
Published: Samara State Technical University 2010-03-01
Series:Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki
Online Access:http://mi.mathnet.ru/eng/vsgtu778
Description
Summary:Sufficient conditions for convergence of the iteration procedure for mean-square estimation of coefficients of linear parametric discrete models describing in the form of stochastic difference equations the observational data of oscilattions of systems with turbulent friction are studied. Application of iterative procedure gives a chance to improve accuracy of calculation of dynamic characteristics of systems with turbulent friction fundamentally with the help of elimination blases of mean-square estimations of difference equation coefficients.
ISSN:1991-8615
2310-7081