O. Mashkov, V. Chumakevych, V. Ptashnyk, I. Puleko
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引用次数: 2
Abstract
In previous studies, it is proposed to use as arbitrary criterion optimality values of arbitrary differential equation matrices, which at any time minimize the mean square error in the case of continuous observations. For the objects described by discrete and discrete-continuous stochastic systems, the possibility to solve the problems of identification and prediction by means of conditionally optimization methods has been proved. It is suggested to use the methods of moments or orthogonal expansions.
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