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...

Full description

Bibliographic Details
Main Author: D. LEDNOV
Format: Article
Language:Russian
Published: Don State Technical University 2018-10-01
Series:Вестник Донского государственного технического университета
Subjects:
Online Access:https://vestnik.donstu.ru/jour/article/view/1380