Stochastic Systems

Estimate of the error of functionals of a Markov process caused by discreteness of measurements

A. P. Cherenkov

Moscow

Abstract: Relations are obtained that lead to choice of the frequency at which a nonstationary Markov process is measured so that the desired accuracy of computing the adaptive functional of this process is guaranteed.

UDC: 621.3.088, 519.217


Received: 21.03.1985

 English version: Automation and Remote Control, 1986, 47:4, 504–507

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