Abstract
An approach to the generation of stopping rules in parametric identification problems is proposed on the basis of the computation of a statistic of the difference between two successive estimates. This statistic is also used for fault detection in the Kalman filter.
Similar content being viewed by others
References
S. N. Sokolov, Teor. Veroyat. Prim., No. 8 (1963).
J. Kiefer and J. Sacks, Ann. Math. Statist., 34, No. 3 (1963).
É. M. Khazen, in: Methods of Optimal Statistical Decisions and Optimal Control Problems [in Russian], Sov. Radio, Moscow (1968).
Y. S. Chow, H. Robbins, and D. Siegmund, Great Expectations: The Theory of Optimal Stopping, Houghton Mifflin, Boston, Mass. (1971).
M. H. DeGroot, Optimal Statistical Decisions, McGraw-Hill, New York (1974).
É. K. Letskii and I. N. Vuchkov, Tekh. Kibern., No. 2 (1970).
R. S. Pupeikis, in: Optimal recurrent identification methods (stopping of algorithms),” Tr. Akad. Nauk Litovsk. SSR B, 4, No. 167 (1988).
V. S. Pugachev, in: Probability Theory and Mathematical Statistics [in Russian], Nauka, Moscow (1979).
E. I. Krinetskii (ed.), In-Flight Testing of Rockets and Spacecraft [in Russian], Mashinostroenie, Moscow (1979).
B. D. Brumback and M. D. Srinath, IEEE Trans. Automat. Control, AC-32, No. 6 (1987).
P. Wolff et al., IEEE Trans. Automat. Control,AC-35, No. 12 (1990).
Additional information
Translated from Izmeritel'naya Tekhnika, No. 3, pp. 20–22, March, 1994.
Rights and permissions
About this article
Cite this article
Gadzhiev, C.M. Parametric identification problems. Meas Tech 37, 270–274 (1994). https://doi.org/10.1007/BF02614263
Issue Date:
DOI: https://doi.org/10.1007/BF02614263