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Found 1,553 Documents (Results 1–100)

Stochastic smart grid meter for industry 4.0 – from an idea to the practical prototype. (English) Zbl 07819644

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 857-888 (2022).
MSC:  60G35
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Filtering processes with random structure in discrete time. (English) Zbl 1515.60107

Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 479-523 (2022).
MSC:  60G35 60H30
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Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations. arXiv:2104.04773

Preprint, arXiv:2104.04773 [math.PR] (2021).
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\(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes. (English. Russian original) Zbl 1455.60064

Autom. Remote Control 81, No. 12, 2160-2180 (2020); translation from Avtom. Telemekh. 2020, No. 12, 24-49 (2020).
MSC:  60G35 60J76 65C05
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\(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes. (English. Russian original) Zbl 1455.60063

Autom. Remote Control 81, No. 11, 1945-1962 (2020); translation from Avtom. Telemekh. 2020, No. 11, 11-31 (2020).
MSC:  60G35 60J76 65C05
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One problem of statistically uncertain estimation. (English) Zbl 1468.60049

Tarasyev, Alexander (ed.) et al., Stability, control and differential games. Proceedings of the international conference on stability, control and differential games (SCDG2019), Yekaterinburg, Russia, September 16–20, 2019. Cham: Springer. Lect. Notes Control Inf. Sci. – Proc., 157-167 (2020).
MSC:  60G35 93E10
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Linear generalized Kalman-Bucy filters. (English. Russian original) Zbl 1454.60056

Vestn. St. Petersbg. Univ., Math. 52, No. 4, 401-408 (2019); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 6(64), No. 4, 636-645 (2019).
MSC:  60G35 93E10
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Linear Kalman-Bucy filter with autoregressive signal and noise. (English. Russian original) Zbl 1430.60041

Vestn. St. Petersbg. Univ., Math. 51, No. 3, 276-285 (2018); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 5(63), No. 3, 452-463 (2018).
MSC:  60G35 93E11
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Optimal estimates in problems of extrapolation, filtration, and interpolation of functionals of random processes with values in a Hilbert space. (English. Russian original) Zbl 1403.60034

Cybern. Syst. Anal. 54, No. 5, 754-764 (2018); translation from Kibern. Sist. Anal. 2018, No. 5, 79-92 (2018).
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