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Avtomatika i Telemekhanika, 1986, Issue 4, Pages 76–80 (Mi at7452)  
Stochastic Systems

Estimate of the error of functionals of a Markov process caused by discreteness of measurements

A. P. Cherenkov

Moscow
Full-text PDF (620 kB)
Abstract: Relations are obtained that lead to choice of the frequency at which a nonstationary Markov process is measured so that the desired accuracy of computing the adaptive functional of this process is guaranteed.

Received: 21.03.1985
Bibliographic databases:
Document Type: Article
UDC: 621.3.088, 519.217
Language: Russian
Citation: A. P. Cherenkov, “Estimate of the error of functionals of a Markov process caused by discreteness of measurements”, Avtomat. i Telemekh., 1986, no. 4, 76–80; Autom. Remote Control, 47:4 (1986), 504–507
Citation in format AMSBIB
\Bibitem{Che86}
\by A.~P.~Cherenkov
\paper Estimate of the error of functionals of a~Markov process caused by discreteness of measurements
\jour Avtomat. i Telemekh.
\yr 1986
\issue 4
\pages 76--80
\mathnet{http://mi.mathnet.ru/at7452}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=848402}
\zmath{https://zbmath.org/?q=an:0611.60069}
\transl
\jour Autom. Remote Control
\yr 1986
\vol 47
\issue 4
\pages 504--507
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