Problems of Guaranteed Identification of Bilinear Systems with Discrete Timed

摘要

Problems of the guaranteed esimation of parameters of bilinear systems on the basis of observable vector-scalr input-output sequences are considered in the presence of additive and multiplicative noises that are not known a priori but are bounded beforehand. In the framework of the theory under development, the solution of the considered identification problems is found by virture of the computation of certain "information" functions obtained while solving some auxiliary optimization problems.