V. Ya. Kartashov, M. A. Novoseltseva, “Detection of structurally-parametrical changes in stochastic systems in real time by algorithms of continued fractions and structure analysis”, UBS, 2011, Issue 34,Pages <nobr>62

Mathematical Control Theory

Detection of structurally-parametrical changes in stochastic systems in real time by algorithms of continued fractions and structure analysis

V. Ya. Kartashov, M. A. Novoseltseva

Kemerovo State University

Abstract: An algorithm is developed for real-time detection of structural and parametric changes in stochastic processes and systems. The algorithm is based on the combined use of structural analysis and theory of continued fractions.

Keywords: structural function, the continued fraction, identifying matrix.

UDC: 681.51
BBK: 32.811.1