Publications
Detail of publication
Citation
p. 1-6, Západočeská univerzita v Plzni, Plzeň, 2008. : Prediction Error Method with Multi-Step Criterion . Proceedings of the 2nd Young Researchers Conference on Applied Sciences,
Abstract
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.
Detail of publication
Title: | Prediction Error Method with Multi-Step Criterion |
---|---|
Author: | Ajgl Jiří ; Šimandl Miroslav |
Language: | English |
Year: | 2008 |
Type of publication: | Papers in proceedings of reviewed conferences |
Title of journal or book: | Proceedings of the 2nd Young Researchers Conference on Applied Sciences |
Page: | 1 - 6 |
ISBN: | 978-80-7043-698-1 |
Publisher: | Západočeská univerzita v Plzni |
Address: | Plzeň |
Date: | 11 Nov 2008 |
Keywords
System identification, prediction error method, optimal prediction, parameter estimation, stochastic systems.
BibTeX
@INPROCEEDINGS{AjglJiri_2008_PredictionError, author = {Ajgl Ji\v{r}\'{i} and \v{S}imandl Miroslav}, title = {Prediction Error Method with Multi-Step Criterion}, year = {2008}, publisher = {Z\'{a}pado\v{c}esk\'{a} univerzita v Plzni}, journal = {Proceedings of the 2nd Young Researchers Conference on Applied Sciences}, address = {Plze\v{n}}, pages = {1-6}, ISBN = {978-80-7043-698-1}, url = {http://www.kky.zcu.cz/en/publications/AjglJiri_2008_PredictionError}, }