Recognition of Stochastic System States for Continuous-Discrete Observations with Sliding Memory

S. V. Rozhkova; V. I. Rozhkova; S. P. Moiseeva; M. Pagano

doi:10.1007/s11182-018-1438-y

Recognition of Stochastic System States for Continuous-Discrete Observations with Sliding Memory

Authors: Rozhkova S.V.¹, Rozhkova V.I.¹, Moiseeva S.P.², Pagano M.³
Affiliations:
1. National Research Tomsk Polytechnic University
2. National Research Tomsk State University
3. University of Pisa
Issue: Vol 61, No 3 (2018)
Pages: 595-601
Section: Mathematical Processing of Physics Experimental Data
URL: https://bakhtiniada.ru/1064-8887/article/view/240401
DOI: https://doi.org/10.1007/s11182-018-1438-y
ID: 240401

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Abstract

The paper describes the problem of finding the likelihood ratio for specific problem of stochastic system recognition in continuous time to member functions within continuous-discrete time, which depend not only on current, but also on arbitrary numbers of previous non-observable process values.