| Abstract: | Reducing the problem of identification to a problem of spectral analysis, we propose a recurrent procedure of calculations using the informational criterion of the entropy minimax. Its relation to the known solution of the problem by the least squares method is considered. The results of mathematical simulation are given. It is shown that the method of entropy minimax improves the quality of identification and the speed of convergence, and, as a result, minizizes requirements on the length of the analyzed sample.State Technical University, Nizhny Novgorod. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 38, No. 5, pp. 415–421, May, 1995. |
