Metadata language
Interpretacja ocen zmiennych parametrów estymowanych jako parametry stałe
Subtitle:Raport Badawczy = Research Report ; RB/39/2002
Creator:Nahorski, Zbigniew (1945– ) ; Weryński, Andrzej
Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:22 stron ; 21 cm ; Bibliografia s. 21-22
Subject and Keywords:Parameter estimation ; Time varying parameters ; Periodically varying parameters ; Zmienne parametry ; Estymacja parametru
Abstract:The article considers the estimation of constant parameters in the homogeneous differential equation models of systems with time varying but bounded parameters. In this case the parameter estimates can take any value within bounds. In the first order models the estimates converge to the mean values or to the weighted mean values, depending on the methodology of estimation. In the higher order models this problem may be more complicated. For the periodically varying parameters a good policy to estimate the mean value is to observe the system with the constant period of parameters variation. Other observation schema may conduce not only to biased estimates of the parameters but also to biased estimate of the system order when it is estimated statistically. Examples of modelling problems connected with the varying parameters encountered in real systems are presented.
Relation:Raport Badawczy = Research Report
Resource type: Detailed Resource Type: Source: Language: Language of abstract: Rights:Licencja Creative Commons Uznanie autorstwa 4.0
Terms of use:Zasób chroniony prawem autorskim. [CC BY 4.0 Międzynarodowe] Korzystanie dozwolone zgodnie z licencją Creative Commons Uznanie autorstwa 4.0, której pełne postanowienia dostępne są pod adresem: ; -
Digitizing institution:Instytut Badań Systemowych Polskiej Akademii Nauk
Original in:Biblioteka Instytutu Badań Systemowych PAN
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