On the problem of comparing probabilistic and guaranteed approaches to the forecast of a phase state of dynamic systems (Q1386980): Difference between revisions

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On the problem of comparing probabilistic and guaranteed approaches to the forecast of a phase state of dynamic systems
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    On the problem of comparing probabilistic and guaranteed approaches to the forecast of a phase state of dynamic systems (English)
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    3 August 1998
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    This paper considers the interrelation of the probabilistic and the guaranteed (minimax) approach to the prediction of state variable of dynamic systems. A construction scheme of a stochastic model from the guaranteed model and a construction scheme of a guaranteed model from the stochastic model under a certain criterion are discussed. \{It is not easy to read this paper. Notations are different from section to section; and the translated technical terms are not the usual ones\}.
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    system identification
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    ellipsoid estimate
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    probabilistic approach
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    guaranteed model
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