Shaikin Mikhail Ermolaevich

Publications in Math-Net.Ru

1. Problems in the theory of $H^2/H_\infty$ controllers for linear stochastic multiplicative-type plants
   
   Avtomat. i Telemekh., 2025, no. 2,  47–70
2. Resolvents of the Ito differential equations multiplicative with respect to the state vector
   
   Avtomat. i Telemekh., 2023, no. 8,  88–106
3. Output dynamic controller analysis for stochastic systems of multiplicative type
   
   Avtomat. i Telemekh., 2022, no. 3,  54–68
4. Multiplicative stochastic systems with multiple external disturbances
   
   Avtomat. i Telemekh., 2018, no. 2,  122–134
5. Design of optimal state controller robust to external disturbance for one class of nonstationary stochastic systems
   
   Avtomat. i Telemekh., 2015, no. 7,  127–139
6. Stochastic $H_2/H_\infty$-control for a dynamical system with internal noises multiplicative with respect to state, control, and external disturbance
   
   Avtomat. i Telemekh., 2013, no. 3,  136–155
7. To the problem of stealth moving of the object in a threat environment on the periphery of its contact with a sonar station
   
   Probl. Upr., 2013, no. 5,  66–78
8. Applying random stream theory to the group target detection problem
   
   Avtomat. i Telemekh., 2012, no. 6,  52–72
9. Representation of the bilinear system output by multiple stochastic integrals
   
   Avtomat. i Telemekh., 2010, no. 6,  79–95
10. Integral representations of solutions for linear stochastic equations with multiplicative perturbances
    
    Avtomat. i Telemekh., 2010, no. 4,  16–33
11. Stochastic problems in $H_\infty$ and $H_2/H_\infty$ control
    
    Avtomat. i Telemekh., 2009, no. 2,  3–34
12. Orthogonal expansions of the nonlinear functionals of the Gaussian process and their application to statistical analysis
    
    Avtomat. i Telemekh., 2007, no. 3,  83–93
13. The multilinear algebra of the moments of distributions in the analysis of nonlinear stochastic systems
    
    Avtomat. i Telemekh., 2006, no. 2,  106–118
14. Identification of commutative covariance structures by successive testing of statistical hypotheses
    
    Avtomat. i Telemekh., 2005, no. 3,  48–64
15. Optimal estimation equations for the state vector of a stochastic bilinear system: its bilinear approximation
    
    Avtomat. i Telemekh., 2004, no. 12,  94–109
16. Statistical Estimation and Classification on Commutative Covariance Structures
    
    Avtomat. i Telemekh., 2003, no. 8,  69–81
17. A Coordinate-Free Approach to the Method of Moments in the Theory of Multidimensional Stochastic Systems
    
    Avtomat. i Telemekh., 2002, no. 5,  81–91
18. An Algebraic Formalism for Computing the Moments of Distributions of Quadratic Forms
    
    Avtomat. i Telemekh., 2002, no. 3,  76–84
19. Decomposition of Nonlinear Stochastic Differential Systems
    
    Avtomat. i Telemekh., 2001, no. 3,  72–85
20. Optimal finite-dimensional filtering of the state vector for bilinear systems with nilpotent Lie algebras
    
    Avtomat. i Telemekh., 2000, no. 2,  62–75
21. Some issues in the use of algebraic methods for analysis of stochastic systems
    
    Avtomat. i Telemekh., 1998, no. 11,  184–194
22. Decomposition of nonlinear stochastic systems and control systems that are linear with respect to input
    
    Avtomat. i Telemekh., 1998, no. 5,  112–123
23. Algebraic Structure of PBIB-maps in Analysis of Variance with Applications to Multi-Factor Experiments with Interaction
    
    Avtomat. i Telemekh., 1997, no. 11,  90–101
24. Analysis of Covariance Structures for a Class of Combinatorial Observation Systems
    
    Avtomat. i Telemekh., 1997, no. 2,  108–118
25. Decomposition of Covariant Structures Associated with Finite Geometries
    
    Avtomat. i Telemekh., 1996, no. 1,  83–91
26. Determination of the number of parameters of a model in the problem of the identification of invariant covariance structures
    
    Avtomat. i Telemekh., 1994, no. 10,  104–116
27. Confidence estimation of parameters of normal statistical models
    
    Avtomat. i Telemekh., 1986, no. 4,  81–90
28. Optimal parameter estimates in regression models with a special co variance structure and their application to two-factor experiments
    
    Avtomat. i Telemekh., 1981, no. 6,  44–56
29. Algebraical methods for studying correlatios in incomplete balanced block diagrams of experiment design. III. Sufficient statistical data and estimates of co variance matrices
    
    Avtomat. i Telemekh., 1976, no. 9,  62–68
30. Algebraical methods for study of correlational connections in incomplete balanced block design. II. Relationship algebras and characterization of covariance matrices in the case of symmetrical blocks
    
    Avtomat. i Telemekh., 1976, no. 7,  57–67
31. Algebraical method for study of correlations in balanced incomplete block design. I. Characterization of covariance matrices in the case of nonsymmetrical block design
    
    Avtomat. i Telemekh., 1976, no. 5,  64–73
32. Sufficient statistic and estimates of covariance special structure matrices in two models of experimental design
    
    Avtomat. i Telemekh., 1976, no. 4,  25–34
33. Symmetry properties and characterization of covariance matrices in an experimental design problem with random blocks
    
    Avtomat. i Telemekh., 1976, no. 3,  73–82


34. Review of the monograph “Control of linear systems subjected to exogenous disturbances: the linear matrix inequality technique” by B. T. Polyak, M. V. Khlebnikov, P. S. Shcherbakov
    
    Avtomat. i Telemekh., 2015, no. 3,  151–157