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Avtomatika i Telemekhanika, 1980, Issue 8, Pages 56–63 (Mi at7152)  
Stochastic Systems

On control of observations in interpolation of random processes

F. N. Grigor'ev, E. A. Kurdova

Moscow
Full-text PDF (1259 kB)
Abstract: Control of observations is considered with interpolation in multi-channel systems in which evolution of plant coordinates and measurements are described by linear stochastic differential equations. The optimal observation program is found by using the maximum principle. An example is given.

Received: 24.09.1979
Bibliographic databases:
Document Type: Article
UDC: 62-501.46:519.27
Language: Russian
Citation: F. N. Grigor'ev, E. A. Kurdova, “On control of observations in interpolation of random processes”, Avtomat. i Telemekh., 1980, no. 8, 56–63; Autom. Remote Control, 41:8 (1981), 1086–1092
Citation in format AMSBIB
\Bibitem{GriKur80}
\by F.~N.~Grigor'ev, E.~A.~Kurdova
\paper On control of observations in interpolation of random processes
\jour Avtomat. i Telemekh.
\yr 1980
\issue 8
\pages 56--63
\mathnet{http://mi.mathnet.ru/at7152}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=627379}
\zmath{https://zbmath.org/?q=an:0478.93066}
\transl
\jour Autom. Remote Control
\yr 1981
\vol 41
\issue 8
\pages 1086--1092
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