Identification of nonlinear stochastic systems with variable structure
Nikolay Rodnishev, Kirill Denisov · AIP conference proceedings · 2012
Paper is devoted to the identifiably of stochastic systems with variable structure and necessary conditions for the identification of management and system parameters. A numerical method for the identification, based on statistics (cumulants) of the process, which is described by stochastic differential equations of the system.