Detection of distortions in models of stochastic systems

Autor:	L. V. Kalinin, I. V. Semushin
Rok vydání:	1996
Předmět:	Mathematical optimization Stochastic differential equation Differential equation Efficient algorithm Applied Mathematics Control system Posterior probability Sequential decision Object (computer science) Instrumentation Type I and type II errors Mathematics
Zdroj:	Measurement Techniques. 39:231-236
ISSN:	1573-8906 0543-1972
DOI:	10.1007/bf02374571
Popis:	Objects described by stochastic differential equations and the associated control systems under the conditions of possible distortions in models generating these systems are considered. A solution of problems of detecting and diagnostics of distortions which utilizes sequential decision rules and the maximum of posterior probability criterion is validated. As an application, and efficient algorithm of the fastest detection of a maneuver of a moving object which assesses the given probabilities of the type I and type II errors is developed. The necessary programming system is established and positive results of computational experiments are obtained.
Databáze:	OpenAIRE
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