On the problem of comparing probabilistic and guaranteed approaches to the forecast of a phase state of dynamic systems

MaRDI QIDQ1386980zbMATH OpenFDO

Authors A. M. Shmatkov, Alexander Ovseevich

Publication date 3 August 1998

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

ellipsoid estimateguaranteed modelprobabilistic approachsystem identification

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12)

Review text

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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