Accuracy of Discrete Markov Approximation in the Problems of Estimation of Random Processes Characteristics

Ulan BRİMKULOV | Çinara CUMABAYEVA | Kasım BARIKTABASOV

Many computational algorithms related to Markov processes contain the covariance matrix of measurements. Approximation of covariance matrix of measurements of observed random process by the covariance matrix of Markov process is of great interest. Because it gives an opportunity to develop computationally efficient algorithms for analysis of Markov processes (parametric identification, filtering, interpolation and others). This paper presents the algorithm of approximation of the covariance matrix of the observed process by the covariance matrix of a multiply connected (m-connected) Markov p ...Более

Доклады конференции 2017 Mühendislik Fakültesi Proceedings of the 2017 Intelligent Systems Conference (IntelliSys) 117 Просмотры

Matrices Whose Inverses are Tridiagonal, Band or Block-Tridiagonal and Their Relationship with the Covariance Matrices of a Random Markov Process

Ulan BRİMKULOV

The article discusses the matrices of the form A(n)(1), A(n)(m), A(N)(m), whose inverses are: tridiagonal matrix A(n)(-1) (n - dimension of the A(N)(-m) matrix), banded matrix A(n)(-m) (m is the half-width band of the matrix) or block-tridiagonal matrix A(N)(-m) (N = n x m - full dimension of the block matrix; m - the dimension of the blocks) and their relationships with the covariance matrices of measurements with ordinary (simple) Markov Random Processes (MRP), multiconnected MRP and vector MRP, respectively. Such covariance matrices frequently occur in the problems of optimal filtering, ext ...Более

Доклады конференции 2019 Mühendislik Fakültesi Filomat33 ( 5 ) 80 Просмотры

Детальный поиск

Фильтры

Коллекция [1]

Ученые [3]

Устойчивое развитие ООН [1]

Факультет / Институт [1]

Вид публикации [1]

Год публикации [2]

Язык [1]

Источник [2]

Базы данных [4]

Вид индекса [2]

Издатель [2]

Кафедра [1]

Национальный/Международный [1]

Тематический рубрикатор [15]

Accuracy of Discrete Markov Approximation in the Problems of Estimation of Random Processes Characteristics

Ulan BRİMKULOV | Çinara CUMABAYEVA | Kasım BARIKTABASOV

Matrices Whose Inverses are Tridiagonal, Band or Block-Tridiagonal and Their Relationship with the Covariance Matrices of a Random Markov Process

Ulan BRİMKULOV