Preliminary distribution analysis for the states of special control systems with random structureстатья
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Дата последнего поиска статьи во внешних источниках: 10 октября 2019 г.
Автор:
Borisov A.V.
Журнал:
Journal of Computer and Systems Sciences International
Том:
44
Номер:
1
Год издания:
2005
Издательство:
Maik Nauka/Interperiodica Publishing
Местоположение издательства:
Russian Federation
Первая страница:
43
Последняя страница:
57
DOI:
10.1134/S1064230707030021
Аннотация:
The problem of analyzing states distribution of controlled stochastic differential systems with random switches that are generated by specific jump Markov processes is considered. A pair "diffusion process-generating jump process" is proved to form a Markov system. A system of integral-partial differential equations describing the transition probability evolution of the pair under consideration is developed. Special cases of hidden Markov models are considered, and an example of the dynamic system in which these equations can be solved analytically is given. Copyright В© 2005 by Pleiades Publishing, Inc.
Добавил в систему:
Борисов Андрей Владимирович