Применение метода инструментальных переменных для параметрической идентификации распределенной динамической системы

А В Копытин; Е А Копытина

doi:10.17308/sait.2018.4/1248

Применение метода инструментальных переменных для параметрической идентификации распределенной динамической системы

Authors

А В Копытин Voronezh State University
Е А Копытина Voronezh State University

DOI:

https://doi.org/10.17308/sait.2018.4/1248

Keywords:

partial differential equations, parametric identification, multidimensional autoregression, OLS, instrumental variables method

Abstract

A variant of the method of instrumental variables for the parametric identification of equations of mathematical physics describing the dynamics of spatially-distributed processes on the basis of experimental multidimensional time series is proposed. The computational experiment performed shows a significant improvement in the quality of estimates of the parameters of the equation in comparison with the ordinary least squares method.

Author Biographies

А В Копытин, Voronezh State University

Ph. D. of Рhysical and Мathematical Sciences, Associate Professor, Department of Information Technologies in Management, Computer Sciences Faculty, Voronezh State University
Е А Копытина, Voronezh State University

ostgraduate Student, Department of Information Technologies in Man-agement, Computer Sciences Faculty, Voronezh State University

References

Downloads

PDF (Russian)

Published

2018-11-22

Issue

No. 4 (2018): October - December

Section

Mathematical Methods of System Analysis and Management

License

Условия передачи авторских прав in English

How to Cite

Применение метода инструментальных переменных для параметрической идентификации распределенной динамической системы. (2018). Proceedings of Voronezh State University. Series: Systems Analysis and Information Technologies, 4, 19-23. https://doi.org/10.17308/sait.2018.4/1248