MODEL OF OPTIMAL REGULATION OF NON-OBSERVABLE (HIDDEN) RANDOM PROCESS

Abstract

In the present paper the problem of non-observable (hidden) random autoregression process control based on the criteria of minimal dispersion of dynamical ratio value between an observable autoregression processes with hidden random process-dependent behavior is researched.A sequence of controlled parameters is calculated for the specific case of problem. An approach reducing the calculation complexity of control parameter is found.

Keywords

• модель наблюдений
• процесс авторегрессии
• управление.