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Avtomatika i Telemekhanika, 1974, Issue 1, Pages 42–49 (Mi at8225)  
Stochastic Systems

On filtration of certain stochastic processes with aftereffects

V. B. Kolmanovskii

Moscow
Full-text PDF (1119 kB)
Abstract: The filtration problem is considered for the case where the observed and unobserved components of the process are described with linear differential Ito equations with delays. Expressions for the optimal estimate vector and the covariation matrix are established.

Received: 05.04.1973
Bibliographic databases:
Document Type: Article
UDC: 621.372.54:519.2
Language: Russian
Citation: V. B. Kolmanovskii, “On filtration of certain stochastic processes with aftereffects”, Avtomat. i Telemekh., 1974, no. 1, 42–49; Autom. Remote Control, 35:1 (1974), 36–42
Citation in format AMSBIB
\Bibitem{Kol74}
\by V.~B.~Kolmanovskii
\paper On filtration of certain stochastic processes with aftereffects
\jour Avtomat. i Telemekh.
\yr 1974
\issue 1
\pages 42--49
\mathnet{http://mi.mathnet.ru/at8225}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=456822}
\zmath{https://zbmath.org/?q=an:0282.93057}
\transl
\jour Autom. Remote Control
\yr 1974
\vol 35
\issue 1
\pages 36--42
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