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JOURNALS // Avtomatika i Telemekhanika // Archive
Avtomat. i Telemekh., 1984 Issue 6, Pages 88–94 (Mi at4752)
Stochastic Systems

Evaluation in controlled stochastic systems subjected to multiplicative noise

G. N. Mil'shtein, L. B. Ryashko

Sverdlovsk

Abstract: A method is proposed for linear state evaluation in controlled stochastic systems subjected to multiplicative noise. The resultant filter is employed in minimization of the r.m.s. criterion.

UDC: 62-505.13


Received: 06.01.1983


 English version: Automation and Remote Control, 1984, 45:6, 759–765

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© Steklov Math. Inst. of RAS, 2024