1. Sinitsyn, I. N. 2017. Analiticheskoe modelirovanie shirokopolosnykh protsessov v stokhasticheskikh sistemakh, ne razreshennykh otnositel'no proizvodnykh [Analytical modeling of wide band processes in stochastic systems with unsolved derivatives]. Informatika i ee Primeneniya - Inform. Appl. 11(1): 3- 10.
2. Sinitsyn, I.N. 2017. Parametricheskoe analiticheskoe modelirovanie protsessov v stokhasticheskikh sistemakh, ne razreshennykh otnositel'no proizvodnykh [Parametric analytical modeling of processes in stochastic systems that are not allowed with respect to derivatives]. Sistemy i Sredstva Informatiki - Systems and Means of Informatics 27(1):21-45.
3. Sinitsyn, I.N. 2021. Normal'nye suboptimal'nye fil'try dlya differentsial'nykh stokhasticheskikh sistem, ne razreshennykh otnositel'no proizvodnykh [Normal suboptimal filtering for differential stochastic systems with unsolved derivatives]. Informatika i ee Primeneniya - Inform. Appl. 15 (1): 3- 10.
4. Sinitsyn, I. N. 2021. Analiticheskoe modelirovanie i fil'tratsiyanormal'nykh protsessov v integrodifferentsial'nykh stokhasticheskikh sistemakh, ne razreshennykh otnositel'no proizvodnykh [Analytical modeling and filtering for integrodifferential systems with unsolved derivatives]. Sistemy i Sredstva Informatiki - Systems and Means of Informatics 31 (1):31-56.
5. Sinitsyn, I.N. 2021. Analytical modeling and estimation of normal processes defined by stochastic differential equations with unsolved derivatives. J. Mathematics Statistics Research 3(1): 139. 7 p. doi: 10.36266/JMSR/139.
6. Sinitsyn, I.N. 2022. Normalizatsiya sistem, stokhasticheski ne razreshennykh otnositel'no proizvodnykh [Normalization of systems with stochastically unsolved derivatives]. Informatika i ee Primeneniya - Inform. Appl. 16(1 ):32-38.
7. Pugachev, V. S., and I.N. Sinitsyn. 1987. Stochastic differential systems. Analysis and filtering. Chichester, NY: J. Wiley & Sons. 549 p.
8. Pugachev, V. S., and I. N. Sinitsyn. 2001. Stochastic systems. Theory and applications. Singapore: World Scientific. 908 p.
9. Sinitsyn, I.N. 2009. Kanonicheskie predstavleniya sluchaynykh funktsiy i ikh primenenie v zadachakh komp'yuternoy podderzhki nauchnykh issledovaniy [Canonical expansions of random functions and their applications in computer-aided support]. Moscow: TORUS PRESS. 768 p.
10. Evlanov, L. G., and V. M. Konstantinov. 1976. Sistemy so sluchaynymi parametrami [Systems with random parameters]. Moscow: Nauka. 568 p.
11. Sinitsyn, I. N. 2007. Fil'try Kalmana i Pugacheva [Kalman and Pugachev filters]. 2nd ed. Moscow: Logos. 776 p.
12. Sinitsyn, I.N., and A. S. Shalamov. 2019. Lektsii po teorii sistem integrirovannoy logisticheskoy podderzhki [Lectures on theory of integrated logistic support systems]. 2nd ed. Moscow: TORUS PRESS. 1072 p.

Title

ANALYTICAL MODELING AND ESTIMATION OF NONSTATIONARY NORMAL PROCESSORS WITH UNSOLVED DERIVATIVES

Journal

Systems and Means of Informatics
Volume 32, Issue 2, pp 58-71

Cover Date

2022-06-10

DOI

10.14357/08696527220206

Print ISSN

0869-6527

Publisher

Institute of Informatics Problems, Russian Academy of Sciences

Additional Links

• Editorial Board
• About This Journal
• Manuscript Submission

Key words

calibration; estimation (filtering and extrapolation); identification; Kalman and Bucy filter and estimator; shock system with unsolved derivatives; system with stochastically unsolved derivatives

Authors

I. N. Sinitsyn,

Author Affiliations

   Federal Research Center "Computer Science and Control", Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
   Moscow State Aviation Institute (National Research University), 4 Volokolamskoe Shosse, Moscow 125933, Russian Federation