Theory of Control Stochastic Systems with Unsolved Derivatives-Reference-Cited by-同舟云学术

Theory of Control Stochastic Systems with Unsolved Derivatives

Published:2021-10-25 Issue: Volume: Page:
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Container-title:Automation and Control [Working Title]
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Author:

N. Sinitsyn Igor

Abstract

Various types of stochastic differential systems with unsolved derivatives (SDS USD) arise in problems of analytical modeling and estimation (filtering, extrapolation, etc.) for control stochastic systems, when it is possible to neglect higher-order time derivatives. Methodological and algorithmic support of analytical modeling, filtering, and extrapolation for SDS USD is developed. The methodology is based on the reduction of SDS USD to SDS by means of linear and nonlinear regression models. Two examples that are illustrating stochastic aspects of methodology are presented. Special attention is paid to SDS USD with multiplicative (parametric) noises.

Publisher

IntechOpen

Link

http://www.intechopen.com/download/pdf/79114

Reference14 articles.

1. Sinitsyn IN. Analytical modeling of wide band processes in stochastic systems with unsolved derivatives. Informatics and its Applications. 2017;11(1):2-12. (in Russian)

2. Sinitsyn IN. Parametric analytical modeling of processes in stochastic systems with unsolved derivatives. Systems and Means of Informatics. 2017;27(1):21-45. (in Russian)

3. Sinitsyn IN. Normal suboptimal filters for stochastic systems with unsolved derivatives. Informatics and its Applications. 2021;15(1):3-10. (in Russian)

4. Sinitsyn IN. Analytical modeling and filtering in integrodifferential systems with unsolved derivatives. Systems and Means of Informatics. 2021;31(1):37-56. (in Russian)

5. Sinitsyn IN. Analytical modeling and estimation of normal processes defined by stochastic differential equations with unsolved derivatives. Mathematics and Statistics Research. 2021. (in print)