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On a Problem of Perturbation Restoration in Stochastic Differential Equation

机译:关于随机微分方程的摄动恢复问题

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摘要

The problem of restoration of an unknown deterministic perturbation in the stochastic differential Ito equation was considered from the standpoint of the dynamic conversion theory. The imprecise discrete measurements of part of the current phase vector were regarded as the input information. A finite-stage resolving algorithm based on the method of controlled auxiliary models was proposed. Its convergence was proved, and the conditions for parameter coordination were presented.
机译:从动态转换理论的观点出发,考虑了随机微分伊托方程中未知确定性摄动的恢复问题。当前相位矢量的一部分的不精确离散测量被视为输入信息。提出了一种基于受控辅助模型方法的有限阶段求解算法。证明了其收敛性,并给出了参数协调的条件。

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