Prediction of extremal values of phase variables of stochastic systems

MaRDI QIDQ1112000zbMATH OpenFDO

Authors A. N. Balabushkin, F. B. Gul'ko

Publication date 1988

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

linear dynamic plantsmall random perturbationsapproximate estimates

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Recommendations

• Optimal control of linear stochastic system using smoothed estimate of phase coordinates
• On functioning accuracy of extremal control systems with a nonstationary nonlinear characteristic
• Optimal programmed control of stochastic plants with constraints on the state for each time instant
• scientific article; zbMATH DE number 1067312
• scientific article; zbMATH DE number 617945

Cited in

(1)

• Forecasting of the state of a dynamic object at the time of reaching the boundary under small perturbations

This page was built for publication: Prediction of extremal values of phase variables of stochastic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1112000)