Adaptive prediction of stochastic differential equations with unknown parameters
This paper proposes adaptive predictors of continuous-time dynamic systems with unknown parameters. Predictors are based on the truncated parameter estimators. In particular, there are considered the Ornstein-Uhlenbeck process and one-parameter stochastic delay differential equation. In this paper t...
| Published in: | Вестник Томского государственного университета. Управление, вычислительная техника и информатика № 38. С. 17-23 |
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| Format: | Article |
| Language: | English |
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| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000575400 Перейти в каталог НБ ТГУ |