Statistical filtering algorithms for systems withrandom structure
DOI10.20310/2686-9667-2020-25-130-109-122zbMath1478.93686OpenAlexW3094069341MaRDI QIDQ5012411
Konstantin A. Rybakov, Tatiana A. Averina
Publication date: 24 November 2021
Published in: Russian Universities Reports. Mathematics (Search for Journal in Brave)
Full work available at URL: http://mathnet.ru/eng/vtamu174
stochastic differential equationestimationfilteringparticle filterstatistical modelingmaximum cross section methodsystem with random structuresystem with variable structure
Applications of statistics in engineering and industry; control charts (62P30) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variable structure systems (93B12)
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- Numerical solution algorithms for stochastic differential systems with switching diffusion
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- Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
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