Abstract
Consideration was given to the recurrent relations for the conditional and unconditional probabilistic distributions of the random information sets in the multistep stochastic inclusions. In view of the special form of inclusions, the desired relations are equivalent to the evolution of the finite-dimensional vectors uniquely defined by the system. These vectors in turn define uniquely the random information sets christened in the paper the multiestimates. Therefore, in the described cases one manages to avoid consideration of rather complicated probabilistic distributions in the space of compacts and reduce the situation to the description of a standard evolution of the Markov sequences.
Similar content being viewed by others
References
Kurzhanskii, A.B., Upravlenie i nablyudenie v usloviyakh neopredelennosti (Control and Observation under Uncertainty), Moscow: Nauka, 1977.
Kats, I.Ya. and Kurzhanskii, A.B., Minimax Estimation in the Multistep Systems, Dokl. Akad. Nauk SSSR, 1975, vol. 221, no. 3, pp. 535–538.
Kats, I.Ya. and Kurzhanskii, A.B., Minimax Multistep Filtration in the Statistically Uncertain Situations, Avtom. Telemekh., 1978, no. 11, pp. 79–87.
Anan’ev, B.I., On the Information Sets for the Multistep Statistically Uncertain Systems, Tr. Inst. Mat. Mekh. UrO RAN, 2000, vol. 6, no. 2, pp. 290–306.
Anan’ev, B.I., Distributions of the Multiestimates for the Multistep Stochastic Inclusions, Izv. Ross. Akad. Nauk, Teor. Sist. Upravlen., 2007, no. 3, pp. 59–66.
Huber, P.J., Robust Statistics, New York: Wiley, 1981. Translated under the title Robastnost’v statistike, Moscow: Mir, 1984.
Matheron, G., Random Sets and Integral Geometry, New York: Wiley, 1975. Translated under the title Sluchainye mnozhestva i integral’naya geometriya, Moscow: Mir, 1978.
Borisovich, Yu.G., Gel’man, B.D., Myshkis, A.D., and Obukhovskii, V.V., Vvedenie v teoriyu mnogoznachnykh otobrazhenii i differentsial’nykh vklyuchenii (Introduction to the Theory of Multivalued Maps and Differential Inclusions), Moscow: Komkniga, 2005.
Kurzhanski, A.B. and Vályi, I., Ellipsoidal Calculus for Estimation and Control, Boston: Birkhäuser, 1996.
Kostousova, E.K., External and Internal Estimation by Means of Parallelotopes of the Accessibility Domains of Linear Systems, Vychislit. Tekhnologii, 1998, vol. 3, no. 2, pp. 11–20.
Bertsekas, D.P. and Sreve, S.E., Stochastic Optimal Control, New York: Academic, 1978. Translated under the title Stokhasticheskoe optimal’noe upravlenie, Moscow: Nauka, 1984.
Koshcheev, A.S., Some Problems of Guaranteed Estimation of the Parameters of Multistep Systems, in Garantirovannoe otsenivanie i zadachi upravleniya (Guaranteed Estimation and Problems of Control), Sverdlovsk: UNTS AN SSSR, 1986, pp. 68–75.
Liptser, R.Sh. and Shiryaev, A.N., Statistika sluchainykh protsessov, Moscow: Nauka, 1974. Translated into English under the title Statistics of Random Processes, Berlin: Springer, 1978.
Author information
Authors and Affiliations
Additional information
Original Russian Text © B.I. Anan’ev, 2007, published in Avtomatika i Telemekhanika, 2007, No. 11, pp. 3–11.
This work was supported by the Russian Foundation for Basic Research, project no. 07-01-00341, and by the program “Leading Scientific Schools,” project no. NSh-5344.2006.1.
Rights and permissions
About this article
Cite this article
Anan’ev, B.I. Multistep specific stochastic inclusions and their multiestimates. Autom Remote Control 68, 1891–1899 (2007). https://doi.org/10.1134/S000511790711001X
Received:
Issue Date:
DOI: https://doi.org/10.1134/S000511790711001X