Russian Physics Journal

, Volume 61, Issue 3, pp 595–601 | Cite as

Recognition of Stochastic System States for Continuous-Discrete Observations with Sliding Memory

  • S. V. RozhkovaEmail author
  • V. I. Rozhkova
  • S. P. Moiseeva
  • M. Pagano

The paper describes the problem of finding the likelihood ratio for specific problem of stochastic system recognition in continuous time to member functions within continuous-discrete time, which depend not only on current, but also on arbitrary numbers of previous non-observable process values.


stochastic systems memory recognition likelihood ratio 


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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  • S. V. Rozhkova
    • 1
    Email author
  • V. I. Rozhkova
    • 1
  • S. P. Moiseeva
    • 2
  • M. Pagano
    • 3
  1. 1.National Research Tomsk Polytechnic UniversityTomskRussia
  2. 2.National Research Tomsk State UniversityTomskRussia
  3. 3.University of PisaPisaItaly

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