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Avtomatika i Telemekhanika, 1984, Issue 6, Pages 88–94 (Mi at4752)  
Stochastic Systems

Evaluation in controlled stochastic systems subjected to multiplicative noise

G. N. Mil'shtein, L. B. Ryashko

Sverdlovsk
Full-text PDF (1070 kB)
Abstract: A method is proposed for linear state evaluation in controlled stochastic systems subjected to multiplicative noise. The resultant filter is employed in minimization of the r.m.s. criterion.

Received: 06.01.1983
Bibliographic databases:
Document Type: Article
UDC: 62-505.13
Language: Russian
Citation: G. N. Mil'shtein, L. B. Ryashko, “Evaluation in controlled stochastic systems subjected to multiplicative noise”, Avtomat. i Telemekh., 1984, no. 6, 88–94; Autom. Remote Control, 45:6 (1984), 759–765
Citation in format AMSBIB
\Bibitem{MilRya84}
\by G.~N.~Mil'shtein, L.~B.~Ryashko
\paper Evaluation in controlled stochastic systems subjected to multiplicative noise
\jour Avtomat. i Telemekh.
\yr 1984
\issue 6
\pages 88--94
\mathnet{http://mi.mathnet.ru/at4752}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=795648}
\zmath{https://zbmath.org/?q=an:0549.93055}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 6
\pages 759--765
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