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Research Centre
Data - Algorithms - Decision Making
Data - Algorithms - Decision Making
Established in 2005 under support of MŠMT ČR (project 1M0572)
Publications
Prediction error method with multi-step criterion
Typ:
Conference paper
Authors:
Proceedings name:
Proceedings of the 2nd Young Researchers Conference on Applied Sciences
Publisher:
University of West Bohemia
Serie:
Pilsen, Czech Republic
Year:
2008
Keywords:
system identiŻcation, prediction error method
URL (www page):
attachment1:
clanek_YRCAS08_JA.pdf [file]
Related event:
Anotation:
The paper deals with parameter estimation of stochastic dynamic systems. The stress is laid on prediction error method which estimates model parameters minimizing the optimally determined one-step-ahead output prediction error. The new multi-step-ahead output prediction error criterion is used and the corresponding relations for parameter estimate are described. The results are illustrated in numerical examples.