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Tambov University Reports. Series: Natural and Technical Sciences, 2018, Volume 23, Issue 122, Pages 145–153
DOI: https://doi.org/10.20310/1810-0198-2018-23-122-145-153 (Mi vtamu64) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Scientific articles

Modeling of multistructural systems on manifolds for statistical analysis and filtering problems

T. A. Averinaab, K. A. Rybakovc

a Novosibirsk State University
b Institute of Computational Mathematics and Mathematical Geophysics of Siberian Branch RAS
c Moscow Aviation Institute (National Research University)
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DOI: https://doi.org/10.20310/1810-0198-2018-23-122-145-153
Abstract: We propose an extension for the stochastic dynamical systems whose trajectories belong to a given manifold. This extension is the stochastic multistructural systems, namely the systems with a variable and random structure. The description for such systems are considered in application to analysis and filtering problems.
Keywords: invariant stochastic system, first integral, numerical method, random process, system with variable structure, system with random structure, stochastic differential equation.
Funding agency Grant number
Russian Foundation for Basic Research 17-08-00530
базовый проект 0315-2016-0002
The work is partially supported by the Russian Fund for Basic Research (project № 17-08-00530) and the base project 0315-2016-0002.
Received: 22.03.2018
Bibliographic databases:
Document Type: Article
UDC: 519.217
Language: Russian
Citation: T. A. Averina, K. A. Rybakov, “Modeling of multistructural systems on manifolds for statistical analysis and filtering problems”, Tambov University Reports. Series: Natural and Technical Sciences, 23:122 (2018), 145–153
Citation in format AMSBIB
\Bibitem{AveRyb18}
\by T.~A.~Averina, K.~A.~Rybakov
\paper Modeling of multistructural systems on manifolds for statistical analysis and filtering problems
\jour Tambov University Reports. Series: Natural and Technical Sciences
\yr 2018
\vol 23
\issue 122
\pages 145--153
\mathnet{http://mi.mathnet.ru/vtamu64}
\crossref{https://doi.org/10.20310/1810-0198-2018-23-122-145-153}
\elib{https://elibrary.ru/item.asp?id=35213521}
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