Statistical filtering algorithms for systems withrandom structure
From MaRDI portal
Publication:5012411
DOI10.20310/2686-9667-2020-25-130-109-122zbMath1478.93686MaRDI QIDQ5012411
Konstantin A. Rybakov, Tatiana A. Averina
Publication date: 24 November 2021
Published in: Russian Universities Reports. Mathematics (Search for Journal in Brave)
Full work available at URL: http://mathnet.ru/eng/vtamu174
stochastic differential equation; estimation; filtering; particle filter; statistical modeling; maximum cross section method; system with random structure; system with variable structure
62P30: Applications of statistics in engineering and industry; control charts
93E11: Filtering in stochastic control theory
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93B12: Variable structure systems
Cites Work
- Unnamed Item
- Fundamentals of stochastic filtering
- Finite-dimensional recurrent algorithms for optimal nonlinear logical-dynamical filtering
- Using maximum cross section method for filtering jump-diffusion random processes
- Numerical solution algorithms for stochastic differential systems with switching diffusion
- A randomized maximum cross-section method to simulate random structure systems with distributed transitions
- Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems