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Avtomatika i Telemekhanika, 1987, Issue 5, Pages 84–94 (Mi at4438)  

Stochastic Systems

On simultaneous filtering of random sequence components

A. K. Kapylov

Sverdlovsk
Abstract: A martingale approach leads to relations describing optimal simultaneous filtering of components of random sequences whose range of values is continuous or discrete. An example is provided.

Received: 09.08.1985
Document Type: Article
UDC: 519.216
Language: Russian
Citation: A. K. Kapylov, “On simultaneous filtering of random sequence components”, Avtomat. i Telemekh., 1987, no. 5, 84–94
Citation in format AMSBIB
\Bibitem{Kap87}
\by A.~K.~Kapylov
\paper On simultaneous filtering of random sequence components
\jour Avtomat. i Telemekh.
\yr 1987
\issue 5
\pages 84--94
\mathnet{http://mi.mathnet.ru/at4438}
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  • https://www.mathnet.ru/eng/at4438
  • https://www.mathnet.ru/eng/at/y1987/i5/p84
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    Avtomatika i Telemekhanika
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