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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1978 Issue 9, Pages 59–67 (Mi at9838)

Stochastic Systems

Identification of plants having a variable conditional variance

F. A. Ovsepyan, N. S. Raibman, A. A. Yaralov

Moscow

Abstract: A method for determining the variable conditional variance of a range of heterscedastic plants is described. Characteristic of the degree of heteroscedasticity and are considered and their estimates are investigated. An algorithm for solution of the identification problem for a heteroscedastic plant is given.

UDC: 62-501.72


Received: 13.06.1977



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