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This article is cited in 6 scientific papers (total in 6 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
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.
Received: 17.04.2018
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
Linking options:
https://www.mathnet.ru/eng/vyuru438 https://www.mathnet.ru/eng/vyuru/v11/i2/p147
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Abstract page: | 182 | Full-text PDF : | 47 | References: | 22 |
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