Changeset 919 for applications/dual/SIDP/text/ch4.tex
- Timestamp:
- 05/02/10 23:05:37 (15 years ago)
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applications/dual/SIDP/text/ch4.tex (modified) (2 diffs)
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applications/dual/SIDP/text/ch4.tex
r918 r919 1 V t� kapitole je pops�jednoduch�� popsan�ef]. Na n�jsou porovn� ��lgoritmy uveden� p�l�apitole.1 V t� kapitole je pops�jednoduch��diskutovan�ite{astrom1986dual}. Na n�jsou porovn� ��lgoritmy uveden� p�l�apitole. 2 2 3 3 \section{Popis syst�} … … 59 59 60 60 \subsection{SIDP} 61 Dle \eqref{dos} je optim��u_t$ z�sl�a $(y_t,\hat{\theta}_t,P_t)$. P�mulaci m� tedy v ka�d��ov�okam�iku $t$ diskretizovat t�enzion��rostor nez�sle prom��le [ref]je v�ak p�amotnou simulac�hodn�� k transformaci prostoru $(y_t,\hat{\theta}_t,P_t,u_t)$ do nov�om��\eta_t,\beta_t,\zeta_t,\nu_t)$ dle61 Dle \eqref{dos} je optim��u_t$ z�sl�a $(y_t,\hat{\theta}_t,P_t)$. P�mulaci m� tedy v ka�d��ov�okam�iku $t$ diskretizovat t�enzion��rostor nez�sle prom��le \cite{astrom1986dual} je v�ak p�amotnou simulac�hodn�� k transformaci prostoru $(y_t,\hat{\theta}_t,P_t,u_t)$ do nov�om��\eta_t,\beta_t,\zeta_t,\nu_t)$ dle 62 62 \begin{gather} 63 63 \eta_t=\frac{y_t}{\sigma} \\
