The problem of on-line forecasting of stochastic characteristics of Markovian parametric systems

DOI10.1023/B:CASA.0000028101.29957.CEzbMATH Open1071.65005OpenAlexW2049486688MaRDI QIDQ557475FDOQ557475

Authors: Yu. G. Bulychev, A. P. Lapsar' 

Publication date: 30 June 2005

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:casa.0000028101.29957.ce

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zbMATH Keywords

interpolationreduction methodstochastic characteristicsevolutionary equationMarkovian dynamic systemMarkovian parametric systems

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

Cited In (5)

• Method for forecasting a scalar parameter on the base of its preceding dynamics
• Title not available (Why is that?)
• MODIFIED BIFURCATION DIAGRAMS IN AN APPROACH TO ONLINE PULSE SYSTEM DYNAMICS FORECASTING
• Joint masking and estimation of information processes under dynamic interferences with randomly varying structures
• Structural classification methods of analysis and forecasting in control systems

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