Modern Identification Methods of Dynamic Dystems (Viatcheslav Vasiliev)
Classical and modern parametric and non-parametric estimation methods for discrete and continuous time dynamic systems will be discussed. These methods make it possible to obtain estimators with guaranteed accuracy by samples of finite or fixed size. Applications of these estimators for adaptive problems (prediction, control etc.) will be presented. Construction problems of probabilistic models of dynamic systems will be considered. Optimality results of parameter estimation and adaptive prediction will be discussed in detail. All the discussion results planned have theoretical and practical value.