Applying the Monte Carlo method for optimum estimation in systems with random structure
type: Item
instance of: scholarly article
title: Applying the Monte Carlo method for optimum estimation in systems with random structure
zbMATH Open document ID: 0609.93060
author: V. B. Svetnik
published in: Automation and Remote Control
publication date: 1986-01-01T00:00:00Z
review text: The Monte Carlo method is used to perform approximate calculations of optimum estimates for filtration, interpolation and extrapolation in systems with random structure. In the systems examined, structural changes occur either when the coordinate vector goes from one domain of the phase space to another, or is initiated by a Markov chain independent of the coordinates. Examples illustrating the method are presented. A procedure for the approximate calculation of the estimate for the ''failure'' time of a random sequence is presented.
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65N06
Mathematics Subject Classification ID: 93E25
zbMATH DE Number: 3987176
zbMATH Keywords: failure time
zbMATH Keywords: Monte Carlo method
zbMATH Keywords: optimum estimates
zbMATH Keywords: systems with random structure
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 3987176