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...
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| Format: | Article |
| Language: | Russian |
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Don State Technical University
2006-06-01
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| Series: | Advanced Engineering Research |
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| Online Access: | https://www.vestnik-donstu.ru/jour/article/view/1380 |
| Summary: | 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 parameters is calculated for the specific case of problem. An approach reducing the calculation complexity of control parameter is found. |
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| ISSN: | 2687-1653 |