Scientific journal

ISSN 1814-2400

INFORMATION SCIENCE AND CONTROL SYSTEMS

Klimchenko V. V.

PARAMETRIC IDENTIFICATION OF PARTIALLY OBSERVABLE PROCESSES UNDER CONDITIONS OF LIMITED SCOPE OF DATA SELECTION

The paper contains the general survey of procedure of estimation of a partially observable technological process model’s parameters, which does not rely upon asymptotic properties of statistical estimates. A range of influence of the process components which are not measured and a probability distribution of the measurement errors are assumed to be known.

Keywords: posterior distribution, statistical estimate, linear transformation, quadratic form, multidimensional space