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

Authors :: Rozhkova, S. V.
Rozhkova, V. I.
Moiseeva, S. P.
Pagano, M.
Source :: Russian Physics Journal; Jul2018, Vol. 61 Issue 3, p595-601, 7p
Publication Year :: 2018
Abstract: 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. [ABSTRACT FROM AUTHOR]

Subjects :: STOCHASTIC processes
DISCRETE systems
SYSTEMS theory
MATHEMATICAL functions
LIKELIHOOD ratio tests

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