Zobrazeno 1 - 10
of 197
pro vyhledávání: '"Yu.V. Orlov"'
Publikováno v:
Disaster Medicine. :42-46
The purpose of the study is to analyze the oncoepidemiological situation in the vicinity of nuclear industry and nuclear power plants. Materials and methods of the study. The main materials of the study were the data of official medical statistics fo
Autor:
Yu.V. Orlov
Publikováno v:
Nuclear Physics A. 1018:122385
Publikováno v:
Onkologiya. Zhurnal imeni P.A.Gertsena. 11:25
Autor:
Yu.V. Orlov, Joseph Bentsman
Publikováno v:
International Journal of Adaptive Control and Signal Processing. 15:679-696
This paper presents control laws for distributed parameter systems of parabolic and hyperbolic types with unknown spatially varying parameters. These laws, based on the model reference adaptive control approach, guarantee asymptotic tracking of the o
Autor:
Yu.V. Orlov
Publikováno v:
IFAC Proceedings Volumes. 32:4535-4540
This paper presents control laws for distributed parameter systems of parabolic and hyperbolic types which on one hand ensure robustness with respect to small dynamic uncertainties and disturbances, and on the other hand permit on-line plant paramete
Autor:
Yu.V. Orlov
Publikováno v:
IFAC Proceedings Volumes. 29:2675-2680
Mathematical models of discontinuous dynamic systems in Banach space are considered. A scalar sliding mode output controller is proposed for a minimum phase parabolic dynamic system with finite relative degree. The results are applied to a heat proce
Autor:
Yu.V. Orlov
Publikováno v:
IFAC Proceedings Volumes. 28:473-476
The regularization principle is considered to describe sliding motion in Banach space. The equivalent control method is proved in application to infinite-dimensional dynamic systems of parabolic type. According to the method unlike that of (Orlov and
Publikováno v:
IFAC Proceedings Volumes. 26:345-348
The filtering problem for the Hi1bert space valued singularly perturbed stochastic process over discrete-continuous observations has been investigated. The decoup1ing of filtering equations for the optimal estimate and covariance operator has been pe
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