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Avtomatika i Telemekhanika, 1976, Issue 6, Pages 23–32 (Mi at7920)  
This article is cited in 1 scientific paper (total in 1 paper)

Stochastic Systems

An algorithm for detection of times when random process equation parameters change

L. I. Borodkin, V. V. Mottl'

Moscow
Full-text PDF (1844 kB) Citations (1)
Abstract: The paper proposes an algorithm for detecting the time of stepwise change in parameters of a an equation for a random process stationary both before and after the step; no a priori data on the values of the parameter after the step are available. A procedure for a random autoregression process is given. Experimental study of the algorithm trial on a model are described.

Received: 14.10.1975
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: L. I. Borodkin, V. V. Mottl', “An algorithm for detection of times when random process equation parameters change”, Avtomat. i Telemekh., 1976, no. 6, 23–32; Autom. Remote Control, 37:6 (1976), 831–839
Citation in format AMSBIB
\Bibitem{BorMot76}
\by L.~I.~Borodkin, V.~V.~Mottl'
\paper An algorithm for detection of times when random process equation parameters change
\jour Avtomat. i Telemekh.
\yr 1976
\issue 6
\pages 23--32
\mathnet{http://mi.mathnet.ru/at7920}
\zmath{https://zbmath.org/?q=an:0387.60045}
\transl
\jour Autom. Remote Control
\yr 1976
\vol 37
\issue 6
\pages 831--839
Linking options:
  • https://www.mathnet.ru/eng/at7920
  • https://www.mathnet.ru/eng/at/y1976/i6/p23
    • 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
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