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Maximum Cross Section Method in Optimal Filtering of Jump-Diffusion Random Processes. / Averina, Tatyana; Rybakov, Konstantin.

2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019. Institute of Electrical and Electronics Engineers Inc., 2019. стр. 8-11 8880234 (2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019).

Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование

Harvard

Averina, T & Rybakov, K 2019, Maximum Cross Section Method in Optimal Filtering of Jump-Diffusion Random Processes. в 2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019., 8880234, 2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019, Institute of Electrical and Electronics Engineers Inc., стр. 8-11, 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019, Novosibirsk, Российская Федерация, 26.08.2019. https://doi.org/10.1109/OPCS.2019.8880234

APA

Averina, T., & Rybakov, K. (2019). Maximum Cross Section Method in Optimal Filtering of Jump-Diffusion Random Processes. в 2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019 (стр. 8-11). [8880234] (2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/OPCS.2019.8880234

Vancouver

Averina T, Rybakov K. Maximum Cross Section Method in Optimal Filtering of Jump-Diffusion Random Processes. в 2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019. Institute of Electrical and Electronics Engineers Inc. 2019. стр. 8-11. 8880234. (2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019). doi: 10.1109/OPCS.2019.8880234

Author

Averina, Tatyana ; Rybakov, Konstantin. / Maximum Cross Section Method in Optimal Filtering of Jump-Diffusion Random Processes. 2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019. Institute of Electrical and Electronics Engineers Inc., 2019. стр. 8-11 (2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019).

BibTeX

@inproceedings{8eb87267795847eb925f6b7d15b7f47a,
title = "Maximum Cross Section Method in Optimal Filtering of Jump-Diffusion Random Processes",
abstract = "The paper deals with the optimal filtering problem for random processes in dynamical systems whose mathematical models include stochastic differential equations with a compound Poisson process. The particle method and the maximum cross section method are applied for optimal filtering.",
keywords = "maximum cross section method, optimal filtering, particle filter, particle method, Poisson process, statistical modeling, stochastic differential equation",
author = "Tatyana Averina and Konstantin Rybakov",
note = "Publisher Copyright: {\textcopyright} 2019 IEEE.; 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019 ; Conference date: 26-08-2019 Through 30-08-2019",
year = "2019",
month = aug,
doi = "10.1109/OPCS.2019.8880234",
language = "English",
series = "2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "8--11",
booktitle = "2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019",
address = "United States",

}

RIS

TY - GEN

T1 - Maximum Cross Section Method in Optimal Filtering of Jump-Diffusion Random Processes

AU - Averina, Tatyana

AU - Rybakov, Konstantin

N1 - Publisher Copyright: © 2019 IEEE.

PY - 2019/8

Y1 - 2019/8

N2 - The paper deals with the optimal filtering problem for random processes in dynamical systems whose mathematical models include stochastic differential equations with a compound Poisson process. The particle method and the maximum cross section method are applied for optimal filtering.

AB - The paper deals with the optimal filtering problem for random processes in dynamical systems whose mathematical models include stochastic differential equations with a compound Poisson process. The particle method and the maximum cross section method are applied for optimal filtering.

KW - maximum cross section method

KW - optimal filtering

KW - particle filter

KW - particle method

KW - Poisson process

KW - statistical modeling

KW - stochastic differential equation

UR - http://www.scopus.com/inward/record.url?scp=85077985111&partnerID=8YFLogxK

U2 - 10.1109/OPCS.2019.8880234

DO - 10.1109/OPCS.2019.8880234

M3 - Conference contribution

T3 - 2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019

SP - 8

EP - 11

BT - 2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019

Y2 - 26 August 2019 through 30 August 2019

ER -

ID: 23209039