TITLE:
Adaptation in Stochastic Dynamic Systems—Survey and New Results IV: Seeking Minimum of API in Parameters of Data
AUTHORS:
Innokentiy V. Semushin, Julia V. Tsyganova
KEYWORDS:
Linear Stochastic Systems; Parameter Estimation; Model Identification; Identification for Control; Adaptive Control MSC (2010); 93E10; 93E12; 93E35
JOURNAL NAME:
International Journal of Communications, Network and System Sciences,
Vol.6 No.12,
December
23,
2013
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.