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Avtomatika i Telemekhanika, 1987, Issue 5, Pages 84–94
(Mi at4438)
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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
Citation:
A. K. Kapylov, “On simultaneous filtering of random sequence components”, Avtomat. i Telemekh., 1987, no. 5, 84–94
Linking options:
https://www.mathnet.ru/eng/at4438 https://www.mathnet.ru/eng/at/y1987/i5/p84
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