On identification of random systems |
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| Authors: | T. T. SOONG J. W. DOWDEE |
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| Affiliation: | 1. State University of New York at Buffalo , Buffalo, New York, 14214, U.S.A;2. TRW Systems , Redondo Beach, California, 90266, U.S.A |
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| Abstract: | Motivated by identification problems in biological and social sciences, this paper considers the identification of systems having inherently random parameters. Identification algorithms are presented for a class of non-linear regression models and differential systems having random coefficients. The results reveal the significant conceptual and computational differences that exist between deterministic and random identification procedures. |
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