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Problemy Peredachi Informatsii, 1978, Volume 14, Issue 3, Pages 55–64 (Mi ppi1546)  
This article is cited in 1 scientific paper (total in 1 paper)

Methods of Signal Processing

Optimum Filtering for the Case of Indirect Observation of a Diffusion Process with a Delayed Argument

N. K. Kul'man, V. M. Khametov
Full-text PDF (509 kB) Citations (1)
Abstract: The article examines the problem of estimating a continuous Markov process for the case in which the observed process depends both on the process being estimated and on a delayed copy of it. Stochastic equations in the a posteriori probabilities are obtained. The case of Gaussian a posteriori probabilities is considered, and equations are given for the estimates and a posteriori variances.
Received: 15.06.1976
Revised: 14.09.1977
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.27
Language: Russian
Citation: N. K. Kul'man, V. M. Khametov, “Optimum Filtering for the Case of Indirect Observation of a Diffusion Process with a Delayed Argument”, Probl. Peredachi Inf., 14:3 (1978), 55–64; Problems Inform. Transmission, 14:3 (1978), 197–204
Citation in format AMSBIB
\Bibitem{KulKha78}
\by N.~K.~Kul'man, V.~M.~Khametov
\paper Optimum Filtering for the Case of Indirect Observation of a~Diffusion Process with a~Delayed Argument
\jour Probl. Peredachi Inf.
\yr 1978
\vol 14
\issue 3
\pages 55--64
\mathnet{http://mi.mathnet.ru/ppi1546}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=533449}
\zmath{https://zbmath.org/?q=an:0397.60037}
\transl
\jour Problems Inform. Transmission
\yr 1978
\vol 14
\issue 3
\pages 197--204
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  • https://www.mathnet.ru/eng/ppi/v14/i3/p55
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
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