Avtomatika i Telemekhanika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Avtomat. i Telemekh.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Avtomatika i Telemekhanika, 1986, Issue 6, Pages 96–106 (Mi at6350)  
This article is cited in 1 scientific paper (total in 1 paper)

Stochastic Systems

Application of the Monte Carlo method for optimal estimation in systems with a random structure

V. B. Svetnik

Leningrad
Full-text PDF (1444 kB) Citations (1)
Abstract: Optimal estimates in filtering, interpolation, and extrapolation are approximately computed by the Monte-Carlo technique for systems whose structure randomly changes either when the coordinate vector leaves one domain of the state space for another or is initiated by a Markov chain independent of coordinates. Examples are provided. The time of a random sequence “going wrong” is estimated.

Received: 18.04.1985
Bibliographic databases:
Document Type: Article
UDC: 62-50, 519.283
Language: Russian
Citation: V. B. Svetnik, “Application of the Monte Carlo method for optimal estimation in systems with a random structure”, Avtomat. i Telemekh., 1986, no. 6, 96–106; Autom. Remote Control, 47:6 (1986), 818–827
Citation in format AMSBIB
\Bibitem{Sve86}
\by V.~B.~Svetnik
\paper Application of the Monte Carlo method for optimal estimation in systems with a~random structure
\jour Avtomat. i Telemekh.
\yr 1986
\issue 6
\pages 96--106
\mathnet{http://mi.mathnet.ru/at6350}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=866736}
\zmath{https://zbmath.org/?q=an:0609.93060}
\transl
\jour Autom. Remote Control
\yr 1986
\vol 47
\issue 6
\pages 818--827
Linking options:
  • https://www.mathnet.ru/eng/at6350
  • https://www.mathnet.ru/eng/at/y1986/i6/p96
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
    Statistics & downloads:
    Abstract page:86
    Full-text PDF :47
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024