MODEL OF OPTIMAL REGULATION OF NON-OBSERVABLE (HIDDEN) RANDOM PROCESS

In the present paper the problem of non-observable (hidden) random autoregression process control based on the criteria of minimal dispersion of dynamical ratio value between an observable autoregression processes with hidden random process-dependent behavior is researched.A sequence of controlled p...

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Veröffentlicht in:Advanced engineering research (Rostov-na-Donu, Russia) Russia), 2006-06, Vol.6 (2), p.125-133
1. Verfasser: D. LEDNOV
Format: Artikel
Sprache:rus
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Zusammenfassung:In the present paper the problem of non-observable (hidden) random autoregression process control based on the criteria of minimal dispersion of dynamical ratio value between an observable autoregression processes with hidden random process-dependent behavior is researched.A sequence of controlled parameters is calculated for the specific case of problem. An approach reducing the calculation complexity of control parameter is found.
ISSN:2687-1653