MODIFICATION OF THE METHOD OF LEAST SQUARES

Authors

  • A. M. Silvestrov National Technical University of Ukraine “Ihor Sikorsky Kyiv Polytechnic Institute”
  • О. М. M'yakshylo National University of Food Technologies, Kyiv
  • G. I. Kryvoboka National University of Food Technologies, Kyiv

DOI:

https://doi.org/10.18372/1990-5548.62.14391

Keywords:

Parametric identification, ordinary least squares, unbiasedness, estimation efficiency, modification of ordinary least squares, weight function

Abstract

The article deals with the problems of using a focused multilevel information system in optimal management. In order to make such a system more efficient, it is proposed to modify the least-squares method, which provides unbiased estimates of the parameters in the real situation of noisy measurements of input and output signals of the primary converters. Parameters are estimated using the proposed method, which ensures smoothing of external influences of the model under study on the results. The efficiency of the considered method is confirmed by comparison with the method of least squares.

Author Biographies

A. M. Silvestrov, National Technical University of Ukraine “Ihor Sikorsky Kyiv Polytechnic Institute”

Doctor of Engineering Science. Professor

orcid.org/0000-0003-4554-6528

О. М. M'yakshylo, National University of Food Technologies, Kyiv

Department of Information Systems

Candidate of Science (Engineering). Associate Professor

G. I. Kryvoboka, National University of Food Technologies, Kyiv

Department of Information Systems

Post-graduate student

orcid.org/0000-0002-5011-0860

 

References

Methods of classical and modern theory of automatic control: Textbook in 3 volumes, under. ed. N. D. Egupova. Moscow: From the Moscow State Technical University. NOT. Bauman, 2000, 1000 p. (in Russian)

M. Ya. Ostroverkhov and A. M. Silvestrov, Methods of study of electrical systems and complexes, Kyiv: TALKOM, 2019, 300 p.(in Ukrainian)

A. N. Silvestrov and P. I. Chynaev, Identification and optimization of automatic systems, Moscow, Energoatomizdat, 1987, 200 p. (in Russian).

P. Eikhoff, Fundamentals of identification of control systems, Moscow: Mir, 1975, 683 p. (in Russian)

A. N. Tikhonov and V. Ya. Arsenin, Methods for solving ill-posed problems, Moscow: Nauka, 1979, 286 p. (in Russian).

A. G. Ivakhnenko, Long-term forecasting and management of complex systems, Kyiv: Technica, 1975, 312 p. (in Russian).

A. N. Kolmogorov and S. V. Fomin, Elements of the theories of functions and functional analysis. Moscow: Nauka, 1972 (in Russian).

Downloads

Issue

Vol. 4 No. 62 (2019)

Section

MATHEMATICAL MODELING OF PROCESSES AND SYSTEMS

License

Authors who publish with this journal agree to the following terms:

Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.

Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.

Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).