کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
720771 892300 2007 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
THE MINIMAX POSTERIOR WONHAM FILTERING/IDENTIFICATION
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مکانیک محاسباتی
پیش نمایش صفحه اول مقاله
THE MINIMAX POSTERIOR WONHAM FILTERING/IDENTIFICATION
چکیده انگلیسی

The paper investigates a filtering/identification problem of finite-state Markov processes given continuous and/or counting observations. All the transition intensity matrix, observation plan and counting intensity are parameterized by a random vector with uncertain distribution belonging to a known class. An assertion concerning existence of saddle point in the considered minimax optimization problem as well as a form of corresponding estimate is presented. Monitoring of TCP link status under uncertainty is proposed as an illustrative numerical example of application of obtained theoretical results.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: IFAC Proceedings Volumes - Volume 40, Issue 13, 2007, Pages 417–422
نویسندگان
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