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Adaptation in Stochastic Dynamic Systems—Survey and New Results IV: Seeking Minimum of API in Parameters of Data
School of Mathematics and Information Technology, Ulyanovsk State University, Ulyanovsk, Russia
School of Mathematics and Information Technology, Ulyanovsk State University, Ulyanovsk, Russia
- 1 School of Mathematics and Information Technology, Ulyanovsk State University, Ulyanovsk, Russia
- 2 School of Mathematics and Information Technology, Ulyanovsk State University, Ulyanovsk, Russia
International Journal of Communications, Network and System Sciences·Volume 06 (2013)·Pages 513–518·Published 16 December 2013·DOI10.4236/ijcns.2013.612055
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Abstract
This paper investigates the problem of seeking minimum of API (Auxiliary Performance Index) in parameters of Data Model instead of parameters of Adaptive Filter in order to avoid the phenomenon of over parameterization. This problem was stated by Semushin in [2]. The solution to the problem can be considered as the development of API approach to parameter identification in stochastic dynamic systems.
KeywordsLinear Stochastic SystemsParameter EstimationModel IdentificationIdentification for ControlAdaptive Control MSC (2010)93E1093E1293E35
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