Stochastic Systems

Evaluation of the likelihood ratio function in a problem on the “disorder” of a random process

A. R. Stefanyuk

Moscow

Abstract: In solving the problem of random process the function of the likelihood relation is estimated; in other words, a stochastically ill-posed problem with an inaccurately specified righthand side and an operator is solved.

UDC: 519.272


Received: 22.04.1985

 English version: Automation and Remote Control, 1986, 47:9, 1210–1216

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