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Found 1,551 Documents (Results 1–100)

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Urekar, Marjan; Djordjević Kozarov, Jelena

Stochastic smart grid meter for industry 4.0 – from an idea to the practical prototype. (English) Zbl 1533.60051

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 62B10
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\textit{M. Urekar} and \textit{J. Djordjević Kozarov}, Springer Proc. Math. Stat. 408, 857--888 (2022; Zbl 1533.60051)
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Zhuk, Serhii Ya.; Tovkach, Igor O.

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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\textit{S. Ya. Zhuk} and \textit{I. O. Tovkach}, in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 479--523 (2022; Zbl 1515.60107)
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Crisan, Dan; Kurtz, Thomas G.; Ortiz-Latorre, Salvador

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).
MSC:  60G35 60F05 60F25 60H35 60H07 93E11
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\textit{D. Crisan} et al., ``Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations'', Preprint, arXiv:2104.04773 [math.PR] (2021)
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Borisov, A. V.

\(\mathcal{L}_1 \)-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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\textit{A. V. Borisov}, Autom. Remote Control 81, No. 12, 2160--2180 (2020; Zbl 1455.60064); translation from Avtom. Telemekh. 2020, No. 12, 24--49 (2020)
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Borisov, A. V.

\(\mathcal{L}_1 \)-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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\textit{A. V. Borisov}, Autom. Remote Control 81, No. 11, 1945--1962 (2020; Zbl 1455.60063); translation from Avtom. Telemekh. 2020, No. 11, 11--31 (2020)
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Ananyev, B. I.

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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\textit{B. I. Ananyev}, in: 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. 157--167 (2020; Zbl 1468.60049)
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Tovstik, T. M.; Tovstik, P. E.

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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\textit{T. M. Tovstik} and \textit{P. E. Tovstik}, Vestn. St. Petersbg. Univ., Math. 52, No. 4, 401--408 (2019; Zbl 1454.60056); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 6(64), No. 4, 636--645 (2019)
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Tovstik, T. M.

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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\textit{T. M. Tovstik}, Vestn. St. Petersbg. Univ., Math. 51, No. 3, 276--285 (2018; Zbl 1430.60041); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 5(63), No. 3, 452--463 (2018)
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Shatashvili, A. D.; Didmanidze, I. Sh.; Fomina, T. A.; Fomin-Shatashvili, A. A.

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).
MSC:  60G35 60H15 60G30 60B11
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\textit{A. D. Shatashvili} et al., Cybern. Syst. Anal. 54, No. 5, 754--764 (2018; Zbl 1403.60034); translation from Kibern. Sist. Anal. 2018, No. 5, 79--92 (2018)
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