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Avtomatika i Telemekhanika, 1976, Issue 8, Pages 25–33 (Mi at7968)  
Stochastic Systems

Optimal estimation of the state and optimal classification of stochastic systems with random stepwise processes in the measurement channel

N. S. Demin

Tomsk
Full-text PDF (1254 kB)
Abstract: The paper is concerned with r.m.s.-optimal estimation of the state vector for a stochastic plant with unknown parameters with a stepwise Markov noise as well as a white noise — type disturbance is present in the measurement channel. Minimal mean risk — optimal solution rules are obtained for the problem of optimal classification of the plant state.

Received: 07.05.1975
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: N. S. Demin, “Optimal estimation of the state and optimal classification of stochastic systems with random stepwise processes in the measurement channel”, Avtomat. i Telemekh., 1976, no. 8, 25–33; Autom. Remote Control, 37:8 (1976), 1158–1166
Citation in format AMSBIB
\Bibitem{Dem76}
\by N.~S.~Demin
\paper Optimal estimation of the state and optimal classification of stochastic systems with random stepwise processes in the measurement channel
\jour Avtomat. i Telemekh.
\yr 1976
\issue 8
\pages 25--33
\mathnet{http://mi.mathnet.ru/at7968}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=459850}
\zmath{https://zbmath.org/?q=an:0387.93056}
\transl
\jour Autom. Remote Control
\yr 1976
\vol 37
\issue 8
\pages 1158--1166
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