Sampling and reconstruction of piecewise constant stochastic processes with Erlang stay time in states

DOI10.1134/S1064230711060086MaRDI QIDQ384655zbMATH OpenOpenAlexFDO

Authors Yu. A. Goritskii, Vladimir A. Kazakov

Publication date 28 November 2013

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

Full work available at URL https://doi.org/10.1134/s1064230711060086

zbMATH Keywords

conditional Markov processesErlang stay timepiecewise constant stochastic processesstatistical sampling and reconstruction

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Stochastic systems in control theory (general) (93E03)

Recommendations

• Sampling of piecewise constant stochastic processes with smooth distributions of stay time in states
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• Increasing sampling efficiency in stochastic process based on the Erlang sampling procedure
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Cites work

• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• Optimal state filtering of controllable systems with random structure
• Periodic bi-sampling of stationary processes.
• Sampling reconstruction of Markov processes with a finite number of states
• Stationary clock changes on stationary processes
• The Shannon sampling theorem—Its various extensions and applications: A tutorial review

Cited in

(8)

• Sampling of realizations of the random field formed by the sum of Markov binary processes
• Sampling of piecewise constant stochastic processes with smooth distributions of stay time in states
• Sampling and reconstruction of a checkerboard-type random field
• Sampling-reconstruction procedure with jitter of Markov continuous processes formed by stochastic differential equations of the first order
• Sampling reconstruction of Markov processes with a finite number of states
• Erlang sampling of an alternating poisson process
• scientific article; zbMATH DE number 2143021 (Why is no real title available?)
• Increasing sampling efficiency in stochastic process based on the Erlang sampling procedure

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