Development of the Theory of Optimal Dynamic Measurements
DOI10.14529/mmp220302zbMath1505.49003MaRDI QIDQ5059943
Natal'ya Aleksandrovna Manakova, Georgiĭ Anatol'evich Sviridyuk, Sofiya Aleksandrovna Zagrebina, Alevtina Viktorovna Keller, Alena Aleksandrovna Zamyshlaeva, Minzilia A. Sagadeeva, Evgeniĭ Viktorovich Bychkov
Publication date: 17 January 2023
Published in: Bulletin of the South Ural State University. Series "Mathematical Modelling, Programming and Computer Software" (Search for Journal in Brave)
Full work available at URL: http://mathnet.ru/eng/vyuru647
Wiener process; observation; Leontief-type system; Nelson-Gliklikh derivative; optimal dynamic measurement; mathematical model of measuring transducer; Pytiev-Chulichkov method; Showalter-Sidorov conditions
93E10: Estimation and detection in stochastic control theory
49J15: Existence theories for optimal control problems involving ordinary differential equations