Improved estimation of state of stochastic systems via invariant embedding technique

WSEAS Transactions on Mathematics

Volumn 7, Issue 4, 2008, Pages 141-159

  Nechval, Nicholas A ^a   Berzins, Gundars ^a   Purgailis, Maris ^a   Nechval, Konstantin N ^b  

^a UNIVERSITY OF LATVIA   (Latvia)

^b TRANSPORT AND TELECOMMUNICATION INSTITUTE   (Latvia)

Author keywords

Estimation; Invarian embedding technique; State; Stochastic system

Indexed keywords

BAYESIAN NETWORKS; MATHEMATICAL MODELS; RANDOM VARIABLES; RISK PERCEPTION; STATISTICAL METHODS; STATISTICS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC PROGRAMMING;

BAYESIAN APPROACHES; COMPUTATIONALLY ATTRACTIVE; INVARIAN EMBEDDING TECHNIQUE; INVARIANCE PRINCIPLE; INVARIANT EMBEDDING; LOSS FUNCTIONS; MATHEMATICAL STATISTICS; RISK ESTIMATORS; SAMPLE STATISTICS; STATE; STOCHASTIC SYSTEM; STOCHASTIC SYSTEMS; UNKNOWN PARAMETERS;

ESTIMATION;

EID: 48849099475     PISSN: 11092769     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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