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Vestnik Yuzhno-Ural'skogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie, 2018, Volume 11, Issue 2, Pages 147–153
DOI: https://doi.org/10.14529/mmp180212 (Mi vyuru438) 		 
This article is cited in 7 scientific papers (total in 7 papers)

Short Notes

Stochastic model of optimal dynamic measurements

A. A. Zamyshlyaeva, A. V. Keller, M. B. Syropiatov

South Ural State University, Chelyabinsk, Russian Federation
Full-text PDF (623 kB) Citations (7)
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DOI: https://doi.org/10.14529/mmp180212
Abstract: Under consideration is the stochastic model of optimal dynamic measurements. To solve this problem, the theory of optimal dynamic measurements which has actively been developing for the deterministic problems is extended to the stochastic case. The main purpose of the model is to restore a dynamically distorted input signal from a given observation using methods of the theory of dynamic measurements and the optimal control theory for Leontief type systems. Based on the results obtained by the authors earlier it is shown that optimal dynamic measurement as a minimum point of the cost functional doesn't depend on stochastic interference such as resonances in chains and random interference at the output of measuring transducer.
Keywords: stochastic problem; optimal dynamic measurement; cost functional.
Funding agency Grant number
Ministry of Education and Science of the Russian Federation 02.А03.21.0011
The work was supported by Act 211 Government of the Russian Federation, contract No. 02.А03.21.0011.
Received: 17.04.2018
Bibliographic databases:
Document Type: Article
UDC: 517.9
MSC: 60G35, 93E03, 94A12
Language: English
Citation: A. A. Zamyshlyaeva, A. V. Keller, M. B. Syropiatov, “Stochastic model of optimal dynamic measurements”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 11:2 (2018), 147–153
Citation in format AMSBIB
\Bibitem{ZamKelSyr18}
\by A.~A.~Zamyshlyaeva, A.~V.~Keller, M.~B.~Syropiatov
\paper Stochastic model of optimal dynamic measurements
\jour Vestnik YuUrGU. Ser. Mat. Model. Progr.
\yr 2018
\vol 11
\issue 2
\pages 147--153
\mathnet{http://mi.mathnet.ru/vyuru438}
\crossref{https://doi.org/10.14529/mmp180212}
\elib{https://elibrary.ru/item.asp?id=35250097}
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    • This publication is cited in the following 7 articles:
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