Modeling of multistructural systems on manifolds for statistical analysis and filtering problems
Vestnik rossijskih universitetov. Matematika, Tome 23 (2018) no. 122, pp. 145-153

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We propose an extension for the stochastic dynamical systems whose trajectories belong to a given manifold. This extension is the stochastic multistructural systems, namely the systems with a variable and random structure. The description for such systems are considered in application to analysis and filtering problems.
Keywords: invariant stochastic system, first integral, numerical method, random process, system with variable structure, system with random structure, stochastic differential equation.
@article{VTAMU_2018_23_122_a4,
     author = {T. A. Averina and K. A. Rybakov},
     title = {Modeling of multistructural systems on manifolds for statistical analysis and filtering problems},
     journal = {Vestnik rossijskih universitetov. Matematika},
     pages = {145--153},
     publisher = {mathdoc},
     volume = {23},
     number = {122},
     year = {2018},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VTAMU_2018_23_122_a4/}
}
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T. A. Averina; K. A. Rybakov. Modeling of multistructural systems on manifolds for statistical analysis and filtering problems. Vestnik rossijskih universitetov. Matematika, Tome 23 (2018) no. 122, pp. 145-153. http://geodesic.mathdoc.fr/item/VTAMU_2018_23_122_a4/