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Statistical Estimation of Switching Systems under Transient Conditions and Applications in Reliability Models

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Abstract

A new approach is proposed to problems of asymptotic parameter estimation in stochastic switching systems. In this approach, results on the asymptotic behavior of solutions of stochastic equations and theorems of the type of averaging are used for switching processes. This approach allows one to investigate asymptotic properties of estimates of parameters constructed from observed trajectories for a numerous class of stochastic systems with regular behaviors of trajectories under stationary and transient conditions.

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Authors and Affiliations

  1. GlaxoSmithKline company, Harlow, Essex, United Kingdom

    V. V. Anisimov

  2. Bilkent University, Ankara, Turkey

    G. Guleryuz

Authors
  1. V. V. Anisimov
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  2. G. Guleryuz
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Anisimov, V.V., Guleryuz, G. Statistical Estimation of Switching Systems under Transient Conditions and Applications in Reliability Models. Cybernetics and Systems Analysis 40, 307–315 (2004). https://doi.org/10.1023/B:CASA.0000041987.65786.94

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  • DOI: https://doi.org/10.1023/B:CASA.0000041987.65786.94

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