MODEL OF OPTIMAL REGULATION OF NON-OBSERVABLE (HIDDEN) RANDOM PROCESS
Abstract
In the present paper the problem of non-observable (hidden) random autoregression process control based on the criteria of minimal dispersion of dynamical ratio value between an observable autoregression processes with hidden random process-dependent behavior is researched.
A sequence of controlled parameters is calculated for the specific case of problem. An approach reducing the calculation complexity of control parameter is found.
References
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Review
For citations:
LEDNOV D. MODEL OF OPTIMAL REGULATION OF NON-OBSERVABLE (HIDDEN) RANDOM PROCESS. Vestnik of Don State Technical University. 2006;6(2):125-133. (In Russ.)
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