System identification: theory for the user
System identification: theory for the user
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We consider the problems of state estimation and Bayesian parameter identification for a stochastic model of an observation system that describes the evolution of one parameter of a web portal. Based on the thread pool control process analysis, we offer a mathematical model for the oscillations of the operating parameters for the portal's information sources as a nonlinear stochastic observation system of a special kind. We obtain solutions of the optimal estimation problem and give numerical results.