THE NONLINEAR PROBABILISTIC CRITERIONS IN THE STOCHASTIC DISCRETE PLANT'S PARAMETERS OPTIMAL ESTIMATION PROBLEM
The solution of the problem of the stochastic discrete plant's parameters optimal estimation problem based on the nonlinear probabilistic criterions is obtained in the paper. The optimal estimation algorithm of the unknown parameters of the discrete plant is offered using the criterion of the probability minimum of the error of estimation. The efficiency of the offered approach is demonstrated.