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Avtomatika i Telemekhanika, 2012, Issue 3, Pages 91–106 (Mi at3780)  
This article is cited in 2 scientific papers (total in 2 papers)

Applications of Mathematical Programming

On a problem of perturbation restoration in stochastic differential equation

V. L. Rozenberg

Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg, Russia
Full-text PDF (222 kB) Citations (2)
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Abstract: The problem of restoration of an unknown deterministic perturbation in the stochastic differential Ito equation was considered from the standpoint of the dynamic conversion theory. The imprecise discrete measurements of part of the current phase vector were regarded as the input information. A finite-stage resolving algorithm based on the method of controlled auxiliary models was proposed. Its convergence was proved, and the conditions for parameter coordination were presented.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 06.06.2011
English version:
Automation and Remote Control, 2012, Volume 73, Issue 3, Pages 494–507
DOI: https://doi.org/10.1134/S0005117912030083
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. L. Rozenberg, “On a problem of perturbation restoration in stochastic differential equation”, Avtomat. i Telemekh., 2012, no. 3, 91–106; Autom. Remote Control, 73:3 (2012), 494–507
Citation in format AMSBIB
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\paper On a~problem of perturbation restoration in stochastic differential equation
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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