Estimación de parámetros concentrados de un proceso estocástico de segundo orden

J. J, R. Urbieta P., J. C


In this paper develops a stochastic digital filter as identification with estimation technique considering the second probability moment, with respect to a second order model applied on stochastic physics such as Van der Pol, Schrödinger and Bernulli equation with perturbations. The mathematical design considered the Martingale form and mathematical expectation into state space model with stationary conditions and bounded output. The variance and covariance are used for internal parametres description model and its recursive form allows implementing into a digital system with minimum computational resources. The parametres estimation results are included into model proving that the convergence answer tends to reference signal, and in consequence, the error tends to cero. The graphical results were obtained using the MatLab software as a platform simulation.


Computer modeling, simulation; algorithms for functional approximation; stochastic processes

Full Text:



  • There are currently no refbacks.

Revista Mexicana de Física

ISSN: 2683-2224 (on line), 0035-001X (print)

Bimonthly publication of Sociedad Mexicana de Física, A.C.
Departamento de Física, 2o. Piso, Facultad de Ciencias, UNAM.
Circuito Exterior s/n, Ciudad Universitaria. C. P. 04510 Ciudad de México.
Apartado Postal 70-348, Coyoacán, 04511 Ciudad de México.
Tel/Fax: (52) 55-5622-4946, (52) 55-5622-4840.