On the problem of comparing probabilistic and guaranteed approaches to the forecast of a phase state of dynamic systems (Q1386980)
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scientific article; zbMATH DE number 1158010
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| English | On the problem of comparing probabilistic and guaranteed approaches to the forecast of a phase state of dynamic systems |
scientific article; zbMATH DE number 1158010 |
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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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0.7952128648757935
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0.744015097618103
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0.7421271204948425
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