@inproceedings{5b33faa8ce754ef6a8ecfb0f322bcd5c,

title = "Parameter Estimation Problems in Markov Random Processes",

abstract = "Problems of convergence and stability of Bayesian estimates in the identification of stochastic control systems are considered. The informational measure of the mismatch between the estimated distribution and the estimate is the main apparatus for establishing the fact of convergence. The choice of a priori distribution of parameters is not always obvious. The Kullback-Leibler information number is taken as such measure. The convergence of the estimates of the transition function of the process to the non-stationary transition function is established in this paper. The problem of synthesis of optimal strategies for dynamic systems in which there is no part of the main information needed for constructing the optimal control is also considered. It is assumed that the system contains at least one unknown parameter belonging to some parameter space. Therefore, the class of control systems considered in the article is the class of parametric adaptive systems.",

keywords = "Bayesian probability theory, Kullback-Leibler information number, Parameter estimation",

author = "Vladimir Karelin and Alexander Fominyh and Stanislav Myshkov and Lyudmila Polyakova",

year = "2019",

month = jan,

day = "1",

doi = "10.1007/978-3-030-24305-0_51",

language = "English",

isbn = "9783030243043",

series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

publisher = "Springer Nature",

pages = "691--701",

editor = "Beniamino Murgante and Osvaldo Gervasi and Elena Stankova and Vladimir Korkhov and Sanjay Misra and Carmelo Torre and Eufemia Tarantino and David Taniar and Rocha, {Ana Maria A.C.} and Apduhan, {Bernady O.}",

booktitle = "Computational Science and Its Applications- ICCSA 2019 - 19th International Conference, Proceedings",

address = "Germany",

note = "19th International Conference on Computational Science and Its Applications, ICCSA 2019 ; Conference date: 01-07-2019 Through 04-07-2019",

}