Reconstruction of Observation from Distorted Data for the Optimal Dynamic Measurement Problem

DOI10.14529/MMP190207zbMath1428.49028OpenAlexW2967542577MaRDI QIDQ5243138

Minzilia A. Sagadeeva

Publication date: 14 November 2019

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/vyuru490

zbMATH Keywords

Wiener processBrownian motionstatistical hypothesisNelson-Gliklikh derivativeoptimal dynamic measurement

Mathematics Subject Classification ID

White noise theory (60H40) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15) Inference from stochastic processes and fuzziness (62M86)

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