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Avtomat. i Telemekh., 1983, Issue 11, Pages 64–71 (Mi at5244)  

Stochastic Systems

Estimation of jerk-wise processes with incomplete knowledge

M. V. Grishin, A. V. Dobrovidov

Moscow

Abstract: A method is proposed for estimating the times of jerk-wise change in the parameters of the random process where the probabilistic characteristics of jerks are unknown and only one state of the parameter change process is known. With reference to an autoregression model the procedure is studied and compared with optimal methods for complete knowledge.

Full text: PDF file (1330 kB)

English version:
Automation and Remote Control, 1983, 44:11, 1438–1443

Bibliographic databases:
UDC: 62-501.72:519.272

Received: 14.04.1982

Citation: M. V. Grishin, A. V. Dobrovidov, “Estimation of jerk-wise processes with incomplete knowledge”, Avtomat. i Telemekh., 1983, no. 11, 64–71; Autom. Remote Control, 44:11 (1983), 1438–1443

Citation in format AMSBIB
\Bibitem{GriDob83}
\by M.~V.~Grishin, A.~V.~Dobrovidov
\paper Estimation of jerk-wise processes with incomplete knowledge
\jour Avtomat. i Telemekh.
\yr 1983
\issue 11
\pages 64--71
\mathnet{http://mi.mathnet.ru/at5244}
\zmath{https://zbmath.org/?q=an:0541.93062}
\transl
\jour Autom. Remote Control
\yr 1983
\vol 44
\issue 11
\pages 1438--1443


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