论文信息 - Comparison of various methods for estimating the parameters characterizing noise in discrete time dynamical systems

Comparison of various methods for estimating the parameters characterizing noise in discrete time dynamical systems

In this paper we consider various methods for estimating the parameters characterizing process noise in a discrete time dynamical system.The comparison is based on the following factors—storage requirements, numerical computation and statistical efficiency of the estimates. Simulation results are given for a simple model.

D. N. P. Murthy

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