Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование
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.
Язык оригинала | английский |
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Название основной публикации | Computational Science and Its Applications- ICCSA 2019 - 19th International Conference, Proceedings |
Редакторы | Beniamino Murgante, Osvaldo Gervasi, Elena Stankova, Vladimir Korkhov, Sanjay Misra, Carmelo Torre, Eufemia Tarantino, David Taniar, Ana Maria A.C. Rocha, Bernady O. Apduhan |
Издатель | Springer Nature |
Страницы | 691-701 |
Число страниц | 11 |
ISBN (печатное издание) | 9783030243043 |
DOI | |
Состояние | Опубликовано - 1 янв 2019 |
Событие | 19th International Conference on Computational Science and Its Applications, ICCSA 2019 - Saint Petersburg, Российская Федерация Продолжительность: 1 июл 2019 → 4 июл 2019 Номер конференции: 19 |
Название | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) |
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Том | 11622 LNCS |
ISSN (печатное издание) | 0302-9743 |
ISSN (электронное издание) | 1611-3349 |
конференция | 19th International Conference on Computational Science and Its Applications, ICCSA 2019 |
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Сокращенное название | ICCSA 2019 |
Страна/Tерритория | Российская Федерация |
Город | Saint Petersburg |
Период | 1/07/19 → 4/07/19 |
ID: 43689589