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JOURNALS // Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences // Archive

Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.], 2010 Issue 1(20), Pages 171–177 (Mi vsgtu778)

This article is cited in 1 paper

Mathematical Modeling

On Convergence of Iteration Procedure for Root-Mean-Square Estimation of Coefficients of Linear Parametric Discrete Models Describing Oscilattions of Systems with Turbulent Friction

A. A. Egorova, V. E. Zoteev

Dept. of Applied Mathematics and Computer Science, Samara State Technical University, Samara

Abstract: Sufficient conditions for convergence of the iteration procedure for mean-square estimation of coefficients of linear parametric discrete models describing in the form of stochastic difference equations the observational data of oscilattions of systems with turbulent friction are studied. Application of iterative procedure gives a chance to improve accuracy of calculation of dynamic characteristics of systems with turbulent friction fundamentally with the help of elimination blases of mean-square estimations of difference equation coefficients.

Keywords: turbulent friction, extended regression model, mean-square estimation, iterative procedure convergence.

UDC: 519.246

MSC: 65P40, 34C15, 37M05

Original article submitted 10/II/2010
revision submitted – 15/III/2010

DOI: 10.14498/vsgtu778



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