Zobrazeno 1 - 10
of 55
pro vyhledávání: '"Andrey Borisov"'
Publikováno v:
Proceedings of the XXth Conference of Open Innovations Association FRUCT, Vol 33, Iss 1, Pp 219-225 (2023)
A paradoxical situation has occurred and is maintained, when all existing channels of sound broadcasting signal (SBS) are adaptive and are determined by the capabilities of matching the properties of the transmitted signal with the capabilities of th
Externí odkaz:
https://doaj.org/article/e28268eb90974e7eae2f0f36c22e03ec
Autor:
Andrey Borisov
Publikováno v:
Mathematics, Vol 12, Iss 3, p 423 (2024)
The object of the investigation is a model of the incomplete financial market. It includes a bank deposit with a known interest rate and basic risky securities. The instant interest rate and volatility are governed by a hidden market regime, represen
Externí odkaz:
https://doaj.org/article/8113adb696ee464d850e65e8cc9877c9
Autor:
Andrey Borisov, Alexey Ivanov
Publikováno v:
Mathematics, Vol 11, Iss 20, p 4379 (2023)
The paper is devoted to the formal description of the running time of the user task on some virtual nodes in the computing network. Based on the probability theory framework, this time represents a random value with a finite mean and variance. For an
Externí odkaz:
https://doaj.org/article/f2366780f79d45b59dfa8e708133b37e
Autor:
Alexey Bosov, Andrey Borisov
Publikováno v:
Mathematics, Vol 10, Iss 18, p 3381 (2022)
The object under investigation is a controllable linear stochastic differential system affected by some external statistically uncertain piecewise continuous disturbances. They are directly unobservable but assumed to be a continuous-time Markov chai
Externí odkaz:
https://doaj.org/article/b903fd04b64345338a0303111ad14091
Autor:
Andrey Borisov, Andrey Gorshenin
Publikováno v:
Mathematics, Vol 10, Iss 17, p 3062 (2022)
The paper aims to identify hidden Markov model parameters. The unobservable state represents a finite-state Markov jump process. The observations contain Wiener noise with state-dependent intensity. The identified parameters include the transition in
Externí odkaz:
https://doaj.org/article/4d7c525043ac4c0697ab2319e456f326
Publikováno v:
Mathematics, Vol 10, Iss 2, p 184 (2022)
The paper presents an optimal control problem for the partially observable stochastic differential system driven by an external Markov jump process. The available controlled observations are indirect and corrupted by some Wiener noise. The goal is to
Externí odkaz:
https://doaj.org/article/9d8b90851c44457d9f46f8f7775ffc89
Publikováno v:
Mathematics, Vol 9, Iss 14, p 1632 (2021)
The paper presents a new mathematical model of TCP (Transmission Control Protocol) link functioning in a heterogeneous (wired/wireless) channel. It represents a controllable, partially observable stochastic dynamic system. The system state describes
Externí odkaz:
https://doaj.org/article/34905e0179e94b96a991aef11e25ceea
Autor:
Andrey Borisov
Publikováno v:
Mathematics, Vol 9, Iss 10, p 1080 (2021)
The paper is devoted to the guaranteeing estimation of parameters in the uncertain stochastic nonlinear regression. The loss function is the conditional mean square of the estimation error given the available observations. The distribution of regress
Externí odkaz:
https://doaj.org/article/8209bf86488f4b9199e0aa64d3a582eb
Autor:
Andrey Borisov, Igor Sokolov
Publikováno v:
Mathematics, Vol 8, Iss 4, p 506 (2020)
The paper is devoted to the optimal state filtering of the finite-state Markov jump processes, given indirect continuous-time observations corrupted by Wiener noise. The crucial feature is that the observation noise intensity is a function of the est
Externí odkaz:
https://doaj.org/article/36620e4bcbb44aa79f1245b748382456
Publikováno v:
Sensors, Vol 20, Iss 8, p 2257 (2020)
The paper presents an application of the Conditionally-Minimax Nonlinear Filtering (CMNF) algorithm to the online estimation of underwater vehicle movement given a combination of sonar and Doppler discrete-time noisy sensor observations. The proposed
Externí odkaz:
https://doaj.org/article/58759ab355384df2b165d1bf5554c873