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Avtomatika i Telemekhanika, 1988, Issue 6, Pages 70–77 (Mi at6699)  
Stochastic Systems

Forecasting extreme values of phase coordinates of stochastic systems

A. N. Balabushkin, F. B. Gul'ko

Moscow
Full-text PDF (1122 kB)
Abstract: The article is concerned with estimating the minimal (maximal) value of the coordinate of a linear dynamic process on the path of its subsequent motion, forecast with an allowance for small random perturbations. The resultant approximate estimates may be used in control of processes whose phase coordinates are constrained.

Received: 10.04.1987
Bibliographic databases:
Document Type: Article
UDC: 519.248
Language: Russian
Citation: A. N. Balabushkin, F. B. Gul'ko, “Forecasting extreme values of phase coordinates of stochastic systems”, Avtomat. i Telemekh., 1988, no. 6, 70–77; Autom. Remote Control, 49:6 (1988), 743–748
Citation in format AMSBIB
\Bibitem{BalGul88}
\by A.~N.~Balabushkin, F.~B.~Gul'ko
\paper Forecasting extreme values of phase coordinates of stochastic systems
\jour Avtomat. i Telemekh.
\yr 1988
\issue 6
\pages 70--77
\mathnet{http://mi.mathnet.ru/at6699}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=956585}
\zmath{https://zbmath.org/?q=an:0658.93062}
\transl
\jour Autom. Remote Control
\yr 1988
\vol 49
\issue 6
\pages 743--748
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