Astrakhanskaya st., 83, Saratov, 410026 Russia
Department of Radiophysics and Nonlinear Dynamics, Saratov State University
Malyaev V. S., Vadivasova T. E.
Parameter estimation in dynamical systems with additive noise
2010, Vol. 6, No. 2, pp. 267-276
In the present paper possibilities of parameters estimation are considered in dynamical systems (DS) with additive noise. Simple and effective algorithms, optimal parameter values of numeric simulation and data filtration methods are proposed that enable one to find the controlling parameter value of a noisy DS with a high accuracy. Different DS are studied, and the accuracy of parameter estimation is examined for various dynamical modes and for different noise intensities.