Estimating an abrupt perturbation of a dynamical system and identification of its parameters

zbMath0890.93075MaRDI QIDQ1363252

I. A. Boguslavskii

Publication date: 8 October 1997

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

identificationmultimodel approachdiscrete time linear stochastic systemsdisturbance directiondisturbance of unknown constant valuestochastic dichotomy

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stopping times; optimal stopping problems; gambling theory (60G40) Model systems in control theory (93C99)

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