000 | 02104nab a2200361 c 4500 | ||
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001 | vtls000791601 | ||
003 | RU-ToGU | ||
005 | 20230319221903.0 | ||
007 | cr | | ||
008 | 210111|2020 ja s a eng d | ||
024 | 7 |
_a10.1007/s13160-019-00390-2 _2doi |
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035 | _ato000791601 | ||
040 |
_aRU-ToGU _brus _cRU-ToGU |
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245 | 1 | 0 |
_aEstimation of the stepwise random disturbance parameters with the unknown moment of appearance _cO. V. Chernoyarov, L. A. Golpayegani, A. V. Zakharov, K. S. Kalashnikov |
336 | _aТекст | ||
337 | _aэлектронный | ||
504 | _aБиблиогр.: 28 назв. | ||
520 | 3 | _aWe have carried out the synthesis of the joint algorithms for the estimation of the parameters of Gaussian random disturbance by the maximum likelihood method. Application of the generalization of local Markov approximation method and small parameter method makes it possible for us to find the asymptotically exact expressions for the characteristics of the specified estimates. We also establish the error range of the obtained theoretical formulas experimentally, by statistical computer simulation. | |
653 | _aслучайные процессы | ||
653 | _aметод максимального правдоподобия | ||
653 | _aпараметрическая априорная неопределенность | ||
653 | _aметод локальной марковской аппроксимации | ||
655 | 4 |
_aстатьи в журналах _9879358 |
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700 | 1 |
_aGolpayegani, Leila A. _9106690 |
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700 | 1 |
_aZakharov, Alexander V. _9501499 |
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700 | 1 |
_aKalashnikov, Konstantin S. _9502848 |
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700 | 1 |
_aChernoyarov, Oleg V. _9167444 |
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773 | 0 |
_tJapan journal of industrial and applied mathematics _d2020 _gVol. 37, № 1. P. 81-102 _x0916-7005 |
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852 | 4 | _aRU-ToGU | |
856 | 4 | _uhttp://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000791601 | |
908 | _aстатья | ||
999 | _c476774 |