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Locally optimal control of observations of Poisson streams of filtered processes

  • Control in Stochastic Systems and Under Uncertainty Conditions
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Abstract

The local optimization problem for observations of Poisson streams of data processes is considered. It is shown that this problem is referred to the class of problems of planning of measurements in joint detection and filtering and is reduced to determining both the best location of control functions on a local interval and their optimal integral activity. An example is presented.

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Original Russian Text © A.A. Svizhenko, V.V. Khutortsev, 2010, published in Izvestiya Akademii Nauk. Teoriya i Sistemy Upravleniya, 2010, No. 3, pp. 33–39.

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Svizhenko, A.A., Khutortsev, V.V. Locally optimal control of observations of Poisson streams of filtered processes. J. Comput. Syst. Sci. Int. 49, 372–379 (2010). https://doi.org/10.1134/S1064230710030068

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  • DOI: https://doi.org/10.1134/S1064230710030068

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