Problemy Peredachi Informatsii
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Probl. Peredachi Inf.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

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
Linking options:
  • https://www.mathnet.ru/eng/ppi1546
  • 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
    Statistics & downloads:
    Abstract page:224
    Full-text PDF :117
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024