Multistep specific stochastic inclusions and their multiestimates

  • Authors:
  • B. I. Anan'Ev

  • Affiliations:
  • Institute of Mathematics and Mechanics, Ural Branch, Russian Academy of Sciences, Yekaterinburg, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2007

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Abstract

Consideration was given to the recurrent relations for the conditional and unconditional probabilistic distributions of the random information sets in the multistep stochastic inclusions. In view of the special form of inclusions, the desired relations are equivalent to the evolution of the finite-dimensional vectors uniquely defined by the system. These vectors in turn define uniquely the random information sets christened in the paper the multiestimates. Therefore, in the described cases one manages to avoid consideration of rather complicated probabilistic distributions in the space of compacts and reduce the situation to the description of a standard evolution of the Markov sequences.