Robust extrapolation in discrete systems with random jump parameters and incomplete information V. I. Smagin, G. M. Koshkin, K. S. Kim
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ArticleContent type: Текст Media type: электронный Subject(s): дискретные модели | робастная экстраполяция | параметры скачка | непараметрическое сглаживаниеGenre/Form: статьи в сборниках Online resources: Click here to access online
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Applied methods of statistical analysis. Statistical computation and simulation : proceedings of the international workshop, 18-20 September 2019 P. 203-211Abstract: An algorithm for the synthesis of a robust extrapolator is considered, which
determines the estimate of the state vector of a discrete linear system with
random jump parameters described by a Markov chain with a finite number of
states under incomplete information about the model and the observation channel.
The transfer matrix of the extrapolator are invited to choose independent
of the state of the jump process using the nonparametric smoothing procedure.
Библиогр.: 16 назв.
An algorithm for the synthesis of a robust extrapolator is considered, which
determines the estimate of the state vector of a discrete linear system with
random jump parameters described by a Markov chain with a finite number of
states under incomplete information about the model and the observation channel.
The transfer matrix of the extrapolator are invited to choose independent
of the state of the jump process using the nonparametric smoothing procedure.
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