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Avtomatika i Telemekhanika, 1983, Issue 11, Pages 64–71
(Mi at5244)
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Stochastic Systems
Estimation of jerk-wise processes with incomplete knowledge
M. V. Grishin, A. V. Dobrovidov Moscow
Abstract:
A method is proposed for estimating the times of jerk-wise change in the parameters of the random process where the probabilistic characteristics of jerks are unknown and only one state of the parameter change process is known. With reference to an autoregression model the procedure is studied and compared with optimal methods for complete knowledge.
Received: 14.04.1982
Citation:
M. V. Grishin, A. V. Dobrovidov, “Estimation of jerk-wise processes with incomplete knowledge”, Avtomat. i Telemekh., 1983, no. 11, 64–71; Autom. Remote Control, 44:11 (1983), 1438–1443
Linking options:
https://www.mathnet.ru/eng/at5244 https://www.mathnet.ru/eng/at/y1983/i11/p64
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Statistics & downloads: |
Abstract page: | 99 | Full-text PDF : | 46 | First page: | 1 |
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