Construction an observation in the Shestakov-Sviridyuk model in terms of multidimensional ``white noise distortion

DOI10.14529/MMPH200405MaRDI QIDQ5144161zbMATH OpenOpenAlexFDO

Authors M. A. Sagadeeva

Publication date 15 January 2021

Published in Bulletin of the South Ural State University series "Mathematics. Mechanics. Physics" (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/vyurm463

zbMATH Keywords

Leontief-type systemmultidimensional Wiener processNelson-Glicklich derivativeoptimal dynamic measurementresolving flow of matrices

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) White noise theory (60H40) Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

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• Numerical solution of the optimal control problem for degenerate linear system of equations with Showalter-Sidorov initial conditions
• Numerical solution of the optimal measurement problem
• On existence of optimal solutions for stochastic differential inclusions with mean derivatives
• On initial value problems in differential-algebraic equations and their numerical treatment
• Optimal control of a class of linear degenerate equations
• Reconstruction of observation from distorted data for the optimal dynamic measurement problem
• Some generalizations of the Showalter-Sidorov problem for Sobolev-type models
• The numerical algorithms for the measurement of the deterministic and stochastic signals
• The optimal measurements theory as a new paradigm in the metrology
• The theory of optimal measurements

Cited in

(4)

• An algorithm for the numerical investigation of the Shestakov-Sviridyuk's model of a measuring device with inertia and resonances
• The Pyt'ev-Chulichkov method for constructing a measurement in the Shestakov-Sviridyuk model
• Reconstruction of observation from distorted data for the optimal dynamic measurement problem
• Methods of automatic and optimal control in dynamic measurements

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