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Avtomat. i Telemekh., 1981, Issue 2, Pages 25–34 (Mi at5717)  

Stochastic Systems

Control of observations in interpolation of random sequences

N. A. Kuznetsov, E. A. Kurdova

Moscow

Abstract: The paper is concerned with control of observations in interpolation of digital multi-channel systems in which the evolution of coordinates and measurements is described by linear stochastic difference equations. Auxiliary equations are derived which enable applying the maximum principle to solution of the problem. A quasioptimal control is found by using the method of sequential approximations; a tool for improving its convergence is suggested. An example is given.

Full text: PDF file (1287 kB)

English version:
Automation and Remote Control, 1981, 42:2, 153–160

Bibliographic databases:
UDC: 519.27

Received: 19.03.1980

Citation: N. A. Kuznetsov, E. A. Kurdova, “Control of observations in interpolation of random sequences”, Avtomat. i Telemekh., 1981, no. 2, 25–34; Autom. Remote Control, 42:2 (1981), 153–160

Citation in format AMSBIB
\Bibitem{KuzKur81}
\by N.~A.~Kuznetsov, E.~A.~Kurdova
\paper Control of observations in interpolation of random sequences
\jour Avtomat. i Telemekh.
\yr 1981
\issue 2
\pages 25--34
\mathnet{http://mi.mathnet.ru/at5717}
\zmath{https://zbmath.org/?q=an:0465.93085}
\transl
\jour Autom. Remote Control
\yr 1981
\vol 42
\issue 2
\pages 153--160


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