Abstract
Algorithms for approximating an object by a Markov model with unknown characteristics and noise of unknown parameters are designed. The approximation algorithm is helpful in approximating disturbances jointly with identification of the object. Illustrative examples are given and their results corroborate the practical utility of the method.
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Fetisov, V.N. Markov Approximation Jointly with Identification of a Stochastic Object. Automation and Remote Control 64, 924–934 (2003). https://doi.org/10.1023/A:1024185515353
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DOI: https://doi.org/10.1023/A:1024185515353