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Avtomatika i Telemekhanika, 1988, Issue 1, Pages 61–71 (Mi at6516)  
Stochastic Systems

Conditionally Markov-structubed dynamic systems

V. A. Bukhalev, Y. V. Yefimov, I. E. Kazakov

Moscow
Full-text PDF (1158 kB)
Abstract: A dynamic system is considered whose restructuring is described by a conditional Markov chain. Certain function of phase coordinates mixed with noise and a conditional Markov chain stochastically related with the structure states are observed. Equations are obtained for a posteriori distribution laws, structure state probabilities, and moments of phase coordinates. An example is discussed.

Received: 31.07.1986
Bibliographic databases:
Document Type: Article
UDC: 519.217.2
Language: Russian
Citation: V. A. Bukhalev, Y. V. Yefimov, I. E. Kazakov, “Conditionally Markov-structubed dynamic systems”, Avtomat. i Telemekh., 1988, no. 1, 61–71; Autom. Remote Control, 49:1 (1988), 48–56
Citation in format AMSBIB
\Bibitem{BukYefKaz88}
\by V.~A.~Bukhalev, Y.~V.~Yefimov, I.~E.~Kazakov
\paper Conditionally Markov-structubed dynamic systems
\jour Avtomat. i Telemekh.
\yr 1988
\issue 1
\pages 61--71
\mathnet{http://mi.mathnet.ru/at6516}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=942552}
\zmath{https://zbmath.org/?q=an:0654.93061}
\transl
\jour Autom. Remote Control
\yr 1988
\vol 49
\issue 1
\pages 48--56
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