Object

Title: Interpretacja ocen zmiennych parametrów estymowanych jako parametry stałe

Creator:

Nahorski, Zbigniew Tadeusz. Autor ; Weryński, Andrzej. Autor

Date issued/created:

2002

Resource Type:

Report

Subtitle:

Raport Badawczy = Research Report ; RB/39/2002

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Description:

24 pages ; 21 cm ; Bibliography p. 24

Abstract:

Estimation of constant parameters in the homogeneous differential equation models of systems with time varying but bounded parameters is considered. 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 Identifier:

oai:rcin.org.pl:109540

Source:

RB-2002-39

Language:

pol

Language of abstract:

pol

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

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