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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)
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.
Received: 22.03.2018
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
Linking options:
https://www.mathnet.ru/eng/vtamu64 https://www.mathnet.ru/eng/vtamu/v23/i122/p145
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Abstract page: | 61 | Full-text PDF : | 31 | References: | 16 |
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