Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Taras Zinko"'
Publikováno v:
Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï, Iss 2, Pp 86-103 (2023)
Досліджено задачу лінійного оцінювання невідомих математичних сподівань за спостереженнями реалізацій випадкових матричних послідов
Externí odkaz:
https://doaj.org/article/4df4226bdb7344f3b1b72b80c9750f6d
Publikováno v:
Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï, Iss 4 (2020)
Досліджено задачу знаходження лінійних незміщуваних оцінок лінійного оператора невідомих матриць — складових вектора спостережень. П
Externí odkaz:
https://doaj.org/article/0917db6d7ac64f51865703dae8a147cb
Publikováno v:
Journal of Automation and Information sciences. 4:28-37
The issues of parameter estimation in linear regression problems with random matrix coefficients were researched. Given that random linear functions are observed from unknown matrices with random errors that have unknown correlation matrices, the pro
Publikováno v:
Journal of Automation and Information sciences. 2:24-37
Linear estimation of observations in conditions of various types of interference in order to obtain unbiased estimates is the subject of research in numerous scientific publications. The problem of linear regression analysis in conditions when the el
Publikováno v:
System research and information technologies. :89-103
The problem of finding linear unbiased estimates of the linear operator of unknown matrices — components of the observations vector, is investigated. It is assumed that the observation vector additively depends on a random vector with zero expected
Publikováno v:
Journal of Automation and Information Sciences. 52:1-12
Publikováno v:
Journal of Automation and Information Sciences. 51:38-53
Publikováno v:
2019 IEEE International Conference on Advanced Trends in Information Theory (ATIT).
In this paper, we focus on mathematical models of information warfare. The models take the form of N (number of information flows) non-linear Ito’s stochastic differential equations with non-stationary parameters. Conditions of the mean square asym
Publikováno v:
2019 International Conference on Information and Telecommunication Technologies and Radio Electronics (UkrMiCo).
We study the problems of the linear mean-square filtration of non-stationary random processes with unknown correlation functions. We consider the filtering problem for the general basic model and the case of building the linear meansquare estimation
Autor:
Vladimir S. Donchenko, Taras Zinko
Publikováno v:
Journal of Automation and Information Sciences. 48:41-54