Adaptation in Stochastic Dynamic Systems—Survey and New Results IV: Seeking Minimum of API in Parameters of Data

摘要

This paper investigates the problem of seeking minimum of API (Auxiliary Performance Index) in parameters of Data Model instead of parameters of Adaptive Filter in order to avoid the phenomenon of over parameterization. This problem was stated by Semushin in [2]. The solution to the problem can be considered as the development of API approach to parameter identification in stochastic dynamic systems.