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 Num. Meth. Prog., 2007, Volume 8, Issue 4, Pages 368–374 (Mi vmp502)

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An estimate of the approximate solution to a 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: The problem of signal restoration in systems with operator coefficients is considered in the presence of approximate initial data and degenerate white noise in measurements. A method for finding an approximate solution to this problem is proposed. The method is based on Tikhonov's regularization. The convergence of the algorithm is proved and estimates for the approximate solution is obtained.

Keywords: linear filtration, optimal filtration, signal restoration, degenerate noise, white noise, colored noise, regularization method.

Full text: PDF file (170 kB)
UDC: 519.6

Citation: I. V. Kolos, M. V. Kolos, “An estimate of the approximate solution to a problem of linear optimal filtration”, Num. Meth. Prog., 8:4 (2007), 368–374

Citation in format AMSBIB
\Bibitem{KolKol07} \by I.~V.~Kolos, M.~V.~Kolos \paper An estimate of the approximate solution to a problem of linear optimal filtration \jour Num. Meth. Prog. \yr 2007 \vol 8 \issue 4 \pages 368--374 \mathnet{http://mi.mathnet.ru/vmp502}