Control adaptive for binary time series
Küçük Resim Yok
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Maltepe Üniversitesi
Erişim Hakkı
CC0 1.0 Universal
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
Özet
The model ARMAX provides a complete framework for stochastic difference equation. in this paper we will extend this methodology to cover binary time series. A particular example is the adaptive control of Markov processes with tow states. By employing a logistic model we will analyze a recursive estimator procedure and an adaptive control law. This enables the observer to regulate the transition probabilities system. These indicate that the proposed control law is asymptotically optimal with respect to a certain criterion. The paper terminates with illustrate some important points by simulations binary time series with inputs according a first order autoregressive process.
Açıklama
Anahtar Kelimeler
Kaynak
International Conference of Mathematical Sciences
WoS Q Değeri
Scopus Q Değeri
Cilt
Sayı
Künye
Almasi, I. ve Jalilian, R. (2009). Control adaptive for binary time series. Maltepe Üniversitesi. s. 209.
