Stochastic Systems

Interpolation of the state of a stochastic system with random parameters with continuous and discrete observations

N. S. Demin

Tomsk

Abstract: The problem discussed in the paper is finding the estimates for interpolation of the state vector of a stochastic dynamic system from a totality of continuous and discrete observation with random parameters. The results are applied to solution of the problem of recognizing the dynamic systems.

UDC: 62-505


Received: 26.01.1976

 English version: Automation and Remote Control, 1977, 38:7, 970–978

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