Stochastic Systems

Optimal classification of continuous Markov process components from a set of continuous and discrete-time observations

N. S. Demin

Tomsk

Abstract: Statistical data are obtained which determine the optimal, in terms of minimal mean risk, decision rules for a recognition of the continuous Markov process component with discontinuous components also present, from observation of another continuous component and of a discrete-time random process.

UDC: 62-50


Received: 26.10.1976

 English version: Automation and Remote Control, 1978, 39:1, 32–39

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