Robust extrapolation in discrete systems with random jump parameters and incomplete information
An algorithm for the synthesis of a robust extrapolator is considered, which determines the estimate of the state vector of a discrete linear system with random jump parameters described by a Markov chain with a finite number of states under incomplete information about the model and the observati...
| Published in: | Applied methods of statistical analysis. Statistical computation and simulation : proceedings of the international workshop, 18-20 September 2019 P. 203-211 |
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| Main Author: | |
| Other Authors: | , |
| Format: | Book Chapter |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000790757 Перейти в каталог НБ ТГУ |