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Linear filtering of random fields controlled by stochastic equations

✍ Scribed by L. L. Ponomarenko


Publisher
Springer US
Year
1975
Tongue
English
Weight
315 KB
Volume
9
Category
Article
ISSN
1573-8337

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Filtering for a Signal Given by a Linear
✍ S.A. Elsanousi πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 216 KB

A filtering of Kalman᎐Bucy type is derived for a signal governed by a linear retarded stochastic differential equation, given a noisy observation process linearly related to the section of the signal. A Volterra type integral equation is obtained for a ''general tracking error.''