论文信息 - Optimal Modeling and Recursive Identification of Stochastic Cascade System

Optimal Modeling and Recursive Identification of Stochastic Cascade System

In this paper optimal model of a stochastic complex system with cascade structure is presented. A recursive algorithm for recovering the model from observations performed on the system is given. Asymptotic optimality of the algorithm is studied. An application of presented approach to identification of static characteristics of chemical process in the cascade of reactors is shown. Numerical examples are also provided.

Adam Krzyzak

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