| 来源类型 | Article
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| 规范类型 | 其他
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| DOI | 10.1134/S0081543810040103
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| On dynamical regularization under random noise. |
| Kryazhimskiy AV; Osipov YS
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| 发表日期 | 2010
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| 出处 | Proceedings of the Steklov Institute of Mathematics 271 (1): 125-137
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| 出版年 | 2010
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| 语种 | 英语
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| 摘要 | We consider the problem of constructing a robust dynamic approximation of a time-varying input to a control system from the results of inaccurate observation of the states of the system. In contrast to the earlier studied cases in which the observation errors are assumed to be small in the metric sense, the errors in the present case are allowed to take, generally, large values and are subject to a certain probability distribution. The observation errors occurring at different instants are supposed to be statistically independent. Under the assumption that the expected values of the observation errors are small, we construct a dynamical algorithm for approximating the normal (minimal in the sense of the mean-square norm) input; the algorithm ensures an arbitrarily high level of the mean-square approximation accuracy with an arbitrarily high probability. |
| 主题 | Dynamic Systems (DYN)
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| URL | http://pure.iiasa.ac.at/id/eprint/9164/
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| 来源智库 | International Institute for Applied Systems Analysis (Austria)
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| 引用统计 |
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| 资源类型 | 智库出版物
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| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/129054
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推荐引用方式
GB/T 7714 |
Kryazhimskiy AV,Osipov YS. On dynamical regularization under random noise.. 2010.
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文件名：
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XJ-10-154.pdf
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Adobe PDF
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