Industrial Automatic Control Systems and Controllers Annotation << Back Statistical Identifi cation.Joint State Estimationand Parameter Identifi cation V.I. Kuznetsov The article describes the a methodical approach to collaborative problem solving state estimation and parameter identifi cation of dynamic stochastic systems with time-varying parameters using measurement data presented complexed vectors of variable dimension. Represented by formal rules for determining the weighting coeffi cients were averaged fi lters using complexed measurement data, as well as the relation to coordinated on the dimension of statistical estimates are averaged values. Shows the calculated chart of joint estimation and parameter identifi cation, implements the adaptive approach to the disclosure of uncertainty in the noise shaping equation of state. Keywords: adaptation; measurement; identifi cation; aggregation; estimation; parameter; condition; system. Contacts: E-mail: vi_kuznetsov@bk.ru Pp. 55-59.