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Numerical methods and programming, 2009, Volume 10, Issue 4, Pages 377–384
(Mi vmp390)
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This article is cited in 1 scientific paper (total in 1 paper)
Вычислительные методы и приложения
Methods of choosing a regularization parameter in the problem of linear optimal filtration
I. V. Kolosa, M. V. Kolosb a University of Russian Academy of Education
b Lomonosov Moscow State University, Research Computing Center
Abstract:
Several relations are obtained to choose a regularization parameter according to the quasioptimality criterion and the ratio criterion in the problem of linear optimal filtration with degenerate white noise.
Keywords:
regularization parameter; filtration problem; optimal filtration; degenerate noise; white noise.
Citation:
I. V. Kolos, M. V. Kolos, “Methods of choosing a regularization parameter in the problem of linear optimal filtration”, Num. Meth. Prog., 10:4 (2009), 377–384
Linking options:
https://www.mathnet.ru/eng/vmp390 https://www.mathnet.ru/eng/vmp/v10/i4/p377
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Abstract page: | 111 | Full-text PDF : | 33 |
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