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Numerical methods and programming, 2008, Volume 9, Issue 3, Pages 332–337 (Mi vmp444)  
Вычислительные методы и приложения

An approximate analytical solution of a filtration problem

I. V. Kolosa, M. V. Kolosb

a University of Russian Academy of Education
b Lomonosov Moscow State University, Research Computing Center
Full-text PDF (140 kB)
Abstract: An analytical expression to determine an approximate value of the impulse transition matrix for an admissible filter is obtained for the problem of linear optimal filtration with degenerate white noise.
Keywords: transition matrix, filtration problem, optimal filtration, degenerate noise, white noise.
Document Type: Article
UDC: 519.6
Language: Russian
Citation: I. V. Kolos, M. V. Kolos, “An approximate analytical solution of a filtration problem”, Num. Meth. Prog., 9:3 (2008), 332–337
Citation in format AMSBIB
\Bibitem{KolKol08}
\by I.~V.~Kolos, M.~V.~Kolos
\paper An approximate analytical solution of a filtration problem
\jour Num. Meth. Prog.
\yr 2008
\vol 9
\issue 3
\pages 332--337
\mathnet{http://mi.mathnet.ru/vmp444}
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