A new method of parameters jumps detection in economic processes is presented. A jump of the economic process parameter must be understood as a rapid parameter change for a time that does not exceed the period of process registration. A system of stochastic differential equations for a posteriori density probability of a jump is synthesized. The solution of the system is the probability of a parameter jump, the estimation and variance of the jump in the presence of a priori information under conditions of noise influence. The simulation results are conducted for profitability of machine building industry of Kharkiv region, Ukraine. The system provides detection of jump parameters, even in conditions of intense noise of economic nature. To increase the probability of finding jumps it is necessary to have a priori information.
Remote detection of landmarks for navigation of mobile autonomous robots in the absence of GPS is carried out by low-power radars, ultrasonic and laser rangefinders, night vision devices, and also by video cameras. The aim of the chapter is to develop the method for landmarks detection using the color parameters of images. For this purpose, the optimal system of stochastic differential equations was synthesized according to the criterion of the generalized variance minimum, which allows to estimate the color intensity (red, green, blue) using a priori information and current measurements. The analysis of classical and nonparametric methods of landmark detection, as well as the method of optimal estimation of color parameters jumps is carried out. It is shown that high efficiency of landmark detection is achieved by nonparametric estimating the first Hilbert-Huang modes of decomposition of the color parameters distribution.
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