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Upravlenie Bol'shimi Sistemami, 2011, Issue 34, Pages 62–91 (Mi ubs552)  
Mathematical Control Theory

Detection of structurally-parametrical changes in stochastic systems in real time by algorithms of continued fractions and structure analysis

V. Ya. Kartashov, M. A. Novoseltseva

Kemerovo State University
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Abstract: An algorithm is developed for real-time detection of structural and parametric changes in stochastic processes and systems. The algorithm is based on the combined use of structural analysis and theory of continued fractions.
Keywords: structural function, the continued fraction, identifying matrix.
Document Type: Article
UDC: 681.51
BBC: 32.811.1
Language: Russian
Citation: V. Ya. Kartashov, M. A. Novoseltseva, “Detection of structurally-parametrical changes in stochastic systems in real time by algorithms of continued fractions and structure analysis”, UBS, 34 (2011), 62–91
Citation in format AMSBIB
\Bibitem{KarNov11}
\by V.~Ya.~Kartashov, M.~A.~Novoseltseva
\paper Detection of structurally-parametrical changes in stochastic systems in real time by algorithms of continued fractions and structure analysis
\jour UBS
\yr 2011
\vol 34
\pages 62--91
\mathnet{http://mi.mathnet.ru/ubs552}
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