naa a22 4500 510809782 CHVBK 20180411083437.0 cr unu---uuuuu 180411e20130501xx s 000 0 eng 10.1134/S1064230713010036 doi (NATIONALLICENCE)springer-10.1134/S1064230713010036 Error of calculating the optimal Bayesian estimate using the Monte Carlo method in nonlinear problems [Elektronische Daten] [N. Berkovskii, O. Stepanov] We propose a procedure for evaluating the error in calculating the optimal Bayesian estimate based on the analysis of the probability density function for the ratio of two integrals calculated by the Monte Carlo method. Relationship between the proposed method and the well-known delta method is revealed. Results of numerical experiments for a test problem and the landmark navigation problem are presented. These results prove the efficiency of the proposed method and the validity of conclusions. Pleiades Publishing, Ltd., 2013 Berkovskii N. Central Research Institute Elektropribor, St. Petersburg, Russia aut Stepanov O. Central Research Institute Elektropribor, St. Petersburg, Russia aut Journal of Computer and Systems Sciences International SP MAIK Nauka/Interperiodica 52/3(2013-05-01), 342-353 1064-2307 52:3<342 2013 52 11488 https://doi.org/10.1134/S1064230713010036 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1134/S1064230713010036 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Berkovskii N. Central Research Institute Elektropribor, St. Petersburg, Russia aut NATIONALLICENCE 700 1- Stepanov O. Central Research Institute Elektropribor, St. Petersburg, Russia aut NATIONALLICENCE 773 0- Journal of Computer and Systems Sciences International SP MAIK Nauka/Interperiodica 52/3(2013-05-01), 342-353 1064-2307 52:3<342 2013 52 11488 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer