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The First Achievement of a Given Level by a Random Process

P. 3820–3825.
Semakov S., Semakov A., Semakov I.

We estimate the probability that the first achievement of a given level by the component y_1(x) of n-dimensional continuous process y(x)={y_1(x),…,y_n(x)} occurs at some moment x* from a given interval (x′,x′′) and, at this moment x*, the condition (y_2(x*),…,y_n(x*))∈D holds, where D is a given domain of (n−1)-dimensional Euclidean space R^(n−1). The need to calculate the abovementioned probability arises in the problems of aircraft control during landing.

Language: English
DOI
Text on another site
Keywords: probabilityrandom processcrossing level

In book

62nd IEEE Conference on Decision and Control (CDC), Singapore, Singapore, 2023
IEEE, 2023.
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