Stochastic control : proceedings of the 2nd IFAC symposium, Vilnius, Lithuanian SSR, USSR, 19-23 May 1986

Content: 
IFAC PROCEEDINGS SERIES, Page ii
Front Matter, Page iii
Copyright, Page iv
2nd IFAC SYMPOSIUM ON STOCHASTIC CONTROL, Page v
PREFACE, Page vi, N.K. Sinha, L. Telksnys
RECENT TRENDS OF ESTIMATION-CONTROL THEORY OF NONLINEAR STOCHASTIC SYSTEMS AND ITS APPLICATIONS, Pages 1-6, Y. Sunahara
PROBLEMS OF ANALYSIS AND ON-LINE CONDITIONALLY OPTIMAL FILTERING OF PROCESSES IN NONLINEAR STOCHASTIC SYSTEMS, Pages 7-21, V.S. Pugachev, I.N. Sinitsyn, V.I. Shin
APPLICATION OF M-ESTIMATION IN ROBUST RECURSIVE SYSTEM IDENTIFICATION, Pages 23-29, S. Puthenpura, N.K. Sinha, O.P. Vidal
RECOGNITION OF NONSTATIONARY RANDOM PROCESSES, Pages 31-36, L. Telksnys
SELF-TUNING CONTROL OF STOCHASTIC EXTREMAL PLANTS, Pages 37-42, V. Kaminskas, Č. Tallat-Kelpša, K. Šidlauskas
A NONLINEAR FILTER FOR ESTIMATION OF STATES OF A CONTINUOUS-TIME SYSTEM WITH DISCRETE MEASUREMENTS, Pages 43-48, J.R. Raol, N.K. Sinha
A STATISTICALLY OPTIMAL EXPLICIT B°-IDENTIFICATION ALGORITHM FOR NONLINEAR DISTRIBUTED-PARAMETER SYSTEMS, Pages 49-52, E. Sakalauskas
THE ESTIMATION ALGORITHM FOR SPACE-DEPENDENT PARAMETERS IN NOISY DISTRIBUTED PARAMETER SYSTEMS, Pages 53-58, T.I. Dubenko
ACCURACY ESTIMATION OF PREDICTION ON THE STOCHASTIC REGRESSION MODEL AT THE RESTRICTED SAMPLE, Pages 59-63, I.Sh. Torgovitski, P.I. Baumstein
IDENTIFICATION OF A MULTIDIMENSIONAL SYSTEM UNDER GAUSSIAN NOISE WITH AN UNKNOWN COVARIANCE MATRIX, Pages 65-70, S.J. Vilenkin, K.S. Ginsberg
NOISE SIGNAL IDENTIFICATION IN HIERARCHICALLY STRUCTURED SYSTEMS, Pages 71-75, G. Bretthauer
DETERMINATION OF SUFFICIENT SAMPLE SIZE FOR LINEAR ESTIMATION PROBLEMS, Pages 77-80, R. Pupeikis, A. Žebrauskaite
ROBUST ADAPTIVE APPROACH TO IDENTIFICATION OF REGRESSION MODELS, Pages 81-86, N.O. Vilchevskiy, G.L. Shevlyakov
ON IDENTIFICATION OF LINEAR DYNAMIC SYSTEMS IN THE PRESENCE OF MULTIPLICATIVE AND ADDITIVE NOISES IN OBSERVATION, Pages 87-91, V.A. Vasil'iev, V.V. Konev
SYMMETRY GROUPS OF CORRELATION MODELS AND REDUCTION OF MULTIDIMENSIONAL SAMPLES TO INVARIANT STATISTICS, Pages 93-99, E.A. Pukhal'skii
A METHOD OF OBTAINING THE OPTIMAL ESTIMATES OF RANDOM VALUES' NUMERICAL CHARACTERISTICS, Pages 101-106, N.I. Andreyev
IDENTIFIABILITY OF LINEAR AND NONLINEAR PARAMETRIC STOCHASTIC SYSTEMS, Pages 107-111, B.G. Vorchik
IDENTIFICATION OF ASYMPTOTICALLY STATIONARY PLANTS, Pages 113-115, A.L. Bunich
A NEW MODEL FOR NONLINEAR MEMORYLESS MULTIPLE SYSTEM, Pages 117-119, A.A. Georgiev
ON THE FOUNDATION OF PRONY'S METHOD, Pages 121-126, V. Slivinskas, V. Šimonyte
ESTIMATION PROBLEMS FOR ONE PHASE STOCHASTIC STEFAN SYSTEMS, Pages 127-132, Y. Sunahara, Sh. Aihara, M. Ishikawa
FINITE-DIMENSIONAL DISTRIBUTIONS OF THE PROCESSES IN STOCHASTIC INTEGRAL AND INTEGRO-DIFFERENTIAL SYSTEMS, Pages 133-137, I.N. Sinitsyn
ELLIPSOIDAL STATE ESTIMATION OF DYNAMIC SYSTEMS, Pages 139-143, F.L. Chernousko, A.I. Ovseevich, V.L. Trushchenkov
ON WEAK, STRONG SOLUTIONS AND PATHWISE BANG-BANG CONTROL FOR NON-LINEAR DEGENERATED STOCHASTIC SYSTEMS, Pages 145-150, Situ Rong
FILTERING OF MARKOV PROCESSES IN DISCRETE TIME BY MONTE-CARLO METHOD, Pages 151-155, V.B. Svetnik, V.S. Zaritsky, V.S. Posdnikin
ON THE STABILITY OF LINEAR STOCHASTIC SYSTEMS WITH ADDITIVE NOISE, Pages 157-160, M.M. Konstantinov, N.D. Christov, P.Hr. Petkov
NON-LINEAR FILTRATION ALGORITHMS BASED ON THE LEAST SQUARE METHOD AND THEIR APPLICATION TO POWER SYSTEM PROCESSES, Pages 161-165, A.A. Nemura, J.L. Puniene
ON CORRECTNESS OF FILTERING PROBLEM, Pages 167-172, S.V. Drakunov, V.I. Utkin
LINEAR SYSTEM PARAMETER AND STATE ESTIMATION, Pages 173-176, Yu.I. Paraev, S.A. Tsvetnitskaya
SUBOPTIMAL ESTIMATION WITH NONPARAMETRIC AVERAGING OPERATORS, Pages 177-182, V.I. Alexeev, V.V. Arkhangelsky
ON PUGACHEV'S FILTERING THEORY FOR STOCHASTIC NONLINEAR SYSTEMS, Pages 183-188, J.R. Raol, N.K. Sinha
THE NONLINEAR FILTERING PROBLEM FOR A MULTISTAGE SYSTEM WITH STATISTICAL UNCERTAINTY, Pages 189-194, B.I. Anan'ev, A.B. Kurzhanskii
RANDOM SEARCH IN ADAPTATION PROBLEMS OF STOCHASTIC SYSTEMS, Pages 195-196, L.A. Rastrigin
ON ADAPTIVE PARAMETERS CONTROL IN STOCHASTIC GRADIENT ALGORITHMS, Pages 197-201, S.P. Urjas'ev
ADAPTIVE FILTRATION OF STOCHASTIC PROCESSES WITH UNKNOWN CHARACTERISTICS: CONVERGENCE ANALYSIS AND FILTER SYNTHESIS WITH METHODS OF TWO-STAGE AVERAGING BY ENSEMBLE, Pages 203-207, O.Yu. Kul'chitsky
FILTRATING THE MEAN OF NONSTATIONARY STOCHASTIC PROCESSES UNDER CONDITIONS OF A PRIORI AMBIGUITY, Pages 209-212, E.L. Kuleshov
DATA PROCESSING UNDER A PRIORI STATISTICAL UNCERTAINTY, Pages 213-217, A.R. Pankov, A.M. Skuridin
RECURSIVE IDENTIFICATION OF NONSTATIONARY RANDOM PROCESSES AND SYSTEMS, Pages 219-222, E.A. Kliokys, A.A. Nemura
ON THE USE OF A PRIORI INFORMATION IN NONPARAMETRIC REGRESSION ESTIMATION, Pages 223-228, Yu.G. Dmitriev, G.M. Koshkin
THE ADAPTIVE ALGORITHM OF NONPARAMETRIC REGRESSION, Pages 229-231, S.Yu. Efroimovich
A STATIONARY ADAPTATION PROCEDURE AS AN ALTERNATIVE TO THE STOCHASTIC APPROXIMATION TECHNIQUE, Pages 233-237, I.I. Perel'man
THE SEARCH PROBLEMS WITH AN IMMOVABLE HIDER, Pages 239-241, L.A. Petrosjan
UPDATING OF DAILY LOAD PREDICTION IN POWER SYSTEMS USING AR-MODELS, Pages 243-245, J. Fischer, H.-H. Wilfert
CLUSTERING METHODS IN GLOBAL OPTIMIZATION, Pages 247-252, A.A. Torn
AXIOMATIC CONSTRUCTION OF THE MODELS OF COMPLICATED FUNCTIONS UNDER UNCERTAINTY, Pages 253-255, A. Žilinskas
ESTIMATION OF THE CHANGE-POINT IN STATISTICAL MODELS, Pages 257-260, N. Kligiene
SEQUENTIAL MULTIALTERNATIVE RECOGNITION, DETECTION AND ESTIMATION OF CHANGE-POINTS IN THE STRUCTURE OF DYNAMIC SYSTEMS, Pages 261-265, E.K. Shpilewski
ON THE DETERMINATION OF CHANGE-POINTS IN MULTIVARIATE AUTOREGRESSIVE SEQUENCES, Pages 267-269, A.-L.K. Lipeika
INEQUALITIES OF THE DEVIATION PROBABILITY FOR THE ESTIMATE OF A CHANGE IN THE PROPERTIES OF A RANDOM SEQUENCE, Pages 271-275, M. Jurgutis
RECOGNITION OF A FLOW OF RANDOM EVENTS. MAIN MODELS AND TECHNIQUES, Pages 277-283, V.V. Mottl, I.B. Muchnik
NONPARAMETRIC ALGORITHMS OF STATISTICAL DIAGNOSTICS, Pages 285-289, B.E. Brodskij, B.S. Darkhovskij
ESTIMATION OF MODEL PARAMETERS OF RANDOM PROCESSES WITH INSTANTLY CHANGING PROPERTIES, Pages 291-295, V.G. Yakovlev, S.A. Vorob'yov
EFFICIENCY OF TESTING OF THE CHANGE IN THE POISSON FLOW INTENSITY, Pages 297-302, A.P. Trifonov, V.K. Buteiko, G.O. Bokk
LINEAR SYSTEM ANALYSIS METHOD WHEN REGIME CHANGE PROCESS IS SEMI-MARKOV ONE, Pages 303-306, F.A. Sklyarevich
ON CONTROLLABILITY OF INFINITE DIMENSIONAL LINEAR STOCHASTIC SYSTEMS, Pages 307-310, M.A. Dubov, B.Sh. Mordukhovich
CONTROL AND ESTIMATION IN STOCHASTIC HEREDITARY SYSTEMS, Pages 311-315, V.B. Kolmanovskii
ONE OPTIMAL CONTROL METHOD IN CERTAIN CLASS OF PROBLEMS, Pages 317-321, V.I. Grishin, N.V. Efimova
STOCHASTIC MECHANISMS OF THE ACTIVE SYSTEMS FUNCTIONING, Pages 323-327, V.N. Burkov, V.V. Tsyganov
STOCHASTIC CONTROL OF THE COMPUTATIONAL PROCESS IN MULTIPROCESSOR SYSTEMS, Pages 329-333, B.A. Geninson, E.A. Trakhtengerz
DESIGN OF HEATING CONTROL ALGORITHMS BY SOLVING AN INVERSE DYNAMICS PROBLEM, Pages 335-337, V.I. Salyga, V.V. Darienko, V.L. Obruchev
NONLINEAR DISTRIBUTED PARAMETER STOCHASTIC SYSTEM OPTIMAL CONTROL UNDER INCOMPLETE MEASUREMENT, Pages 339-343, V.A. Karpov, V.V. Malanin
ACTIVELY ADAPTIVE CONTROL FOR THE STOCHASTIC SYSTEMS, Pages 345-348, V.P. Zhivoglyadov
ON STOCHASTIC SYSTEM CONTROL WITH UNKNOWN PARAMETERS AND UNCERTAIN STATISTICAL CHARACTERISTICS OF DISTURBANCES, Pages 349-353, V.A. Brusin, G.G. Ilyin, Yu.M. Maksimov
OPTIMAL STOCHASTIC CONTROL OF THE CUTTING MODES ON THE GRINDERS, Pages 355-358, V.N. Michelkevitch, V.G. Schetinin
DEADBEAT SELF TUNING CONTROLLERS, Pages 359-364, N.E. Madjarov, E.A. Haralanova, S.B. Maleshkov
ADAPTIVE CONTROL OF FINITE MARKOV CHAINS EMPLOYING STOCHASTIC APPROXIMATION METHOD, Pages 365-369, A.V. Nazin, A.S. Poznyak
SELF-ORGANIZING STOCHASTIC CONTROL SYSTEMS, Pages 371-376, A.I. Petrov, A.G. Zubov
PRINCIPLES OF THE CONSTRUCTION OF COMPLEX ALGORITHMS FOR INFORMATION PROCESSING AND CONTROL IN SYSTEMS WITH STOCHASTIC EXCHANGE STRUCTURE, Pages 377-380, I.E. Kazakov, V.M. Artemjev, V.A. Bukhalev
AN OPTIMAL CONTROL FOR LINEAR STOCHASTIC SYSTEMS WITH PERIODIC COEFFICIENTS, Pages 381-386, V.A. Yakubovich, Yu.F. Kazarinov
DESIGN OF STABLE STABILIZING REGULATORS IN LQ OPTIMAL CONTROL PROBLEM, Pages 387-392, A.E. Barabanov
ON STOCHASTIC COORDINATION IN OPTIMIZATION ALGORITHMS, Pages 393-398, E. Dudek-Dyduch
NUMERICAL SYNTHESIS OF OPTIMAL CONTROL FOR SOME STOCHASTIC SYSTEMS, Pages 399-404, G.Ye. Kolosov
OPTIMAL CONTOL OF STOCHASTIC SYSTEMS WITH WIDE BAND NOISE DISTURBANCES, Pages 405-409, A.S. Kovaleva
SOME ASYMPTOTIC PROPERTIES OF STOCHASTIC CONTROL PROBLEMS WITH PERFORMANCE INDICES AVERAGED ON INFINITE TIME INTERVAL, Pages 411-414, V.G. Gaitsgory
ON A FUNCTIONAL EQUATION IN OPTIMAL STOCHASTIC CONTROL, Pages 415-418, H.-J. Girlich, H.-U. Küenle
SIMULATION OF AN OPTIMAL REGULATOR FOR A PARTIALLY OBSERVED MARKOV CHAIN, Pages 419-424, R.E. Mortensen
THE OPTIMAL CONTROL OF DISCOUNTED MARKOV PROCESSES WITH INFINITE HORIZON, Pages 425-428, V.M. Khametov, A.B. Piunovski
THE GENERALIZED MINIMAX APPROACH IN STOCHASTIC SYSTEM OPTIMIZATION PROBLEMS WITH PROBABILITY CONSTRAINTS, Pages 429-434, V.V. Malyshev, A.I. Kibzun
TWO-LEVEL CERTAINTY EQUIVALENCE PRINCIPLE FOR A LQ PROBLEM, Pages 435-439, R. Gessing
ON ONE GENERALIZATION OF THE STOCHASTIC EXPERIMENT CONCEPT, Pages 441-443, V.I. Ivanenko, V.A. Labkovskii
QUASI-MARKOV PROCESSES AND DESCRIPTION OF SOME MODELS OF QUEUEING THEORY, Pages 445-449, A.I. Zeifman
EVALUATION OF SYSTEM'S RELIABILITY WITH A FUZZY PRIOR INFORMATION, Pages 451-454, O. Hryniewicz
EFFECT OF PARTIAL AND POSTPONABLE OUTAGES OF GENERATING UNITS ON POWER SYSTEM RELIABILITY, Pages 455-459, G. Bretthauer, M. Klingner, H.-H. Wilfert
STATISTIC MODELLING OF INTEGRATED CIRCUITS, Pages 461-466, A.I. Bashkys, D.J. Zanevitchius
CONTROL, ACCURACY AND RELIABILITY OF A STATISTICAL SIMULATION OF NON-STATIONARY SYSTEMS, Pages 467-471, A.S. Shalygin, Yu.I. Palagin, I.A. Malyshev
QUEUEING SYSTEM WITH INDEPENDENT QUEUES AND COMMON SERVER, Pages 473-477, E.M. Mamedli, V.A. Fridlyand, V.B. Khusidman
TWO-LEVEL SYSTEM OF VARIABLE STRUCTURE STOCHASTIC AUTOMATA FOR NONSTATIONARY ENVIRONMENTS, Pages 479-484, P. Domański
ADDITIVE DECOMPOSITION OF FINITE PROCESSES, Pages 485-490, V.Ya. Volkov, Yu.M. Gladkov
SIGNAL DETECTION AT A POISSON NOISE BACKGROUND, Pages 491-493, A.N. Yerokhin, I.V. Time
ANALYTIC-STATISTICAL ANALYSIS OF MEASURING ERRORS IN TECHNOLOGICAL SYSTEMS, Pages 495-497, G. Lazenas, M. Gricius, V. Pukas, J. Skuchas
LP-SEARCH WITH EXTREMAL PROBLEM STRUCTURE ANALYSIS, Pages 499-502, G. Dzemyda
THE SPECTRAL METHOD FOR SOLVING THE FOKKER-PLANCK-KOLMOGOROV EQUATION FOR STOCHASTIC CONTROL SYSTEM ANALYSIS, Pages 503-508, V.V. Semenov, I.L. Sotscova
METHOD TO DETERMINE DETECTING VECTOR FOR DIGITAL CIRCUITS RANDOM TESTING, Pages 509-512, A.A. Jaramaitis, R.I. Šeinauskas
AUTHOR INDEX, Pages 513-514
SUBJECT INDEX, Pages 515-517
Inside Back Cover, Pages 519-520