Оценивание параметров нелинейных моделей на основе метода сеток с привлечением априорной информации о весах узлов

Abstract

Approach to decrease in a methodical error of a net-point method is offered. The error arises because of an inadequate choice of limits of intervals for finding of parameters estimates. The small number and low accuracy of available measurements are the reasons of an incorrect choice of these limits. Reduction of an error is reached due to using of priory information on the probabilities relating to grid knots at edges of intervals. They can be determined by physical sense of the estimated parameters. The low-cost (in the computing relation) correction procedure for finding the posteriori probabilities is offered. It is based on an assumption that their density of distribution is Gaussian. The simple example of estimation of a correlation interval of errors of digital relief map is given.