Асимптотика фильтра условно-гауссовского процесса
Veroâtnostnye metody i kibernetika, Tome 18 (1982), pp. 109-112
Voir la notice de l'article provenant de la source European Digital Mathematics Library
Mots-clés :
conditionally Gaussian process, filter equations, stability of the filter, Riccati equation
@article{VMK_1982__18_69218,
author = {{\CYRE}.{\CYRI}. {\CYRT}{\cyrr}{\cyro}{\cyrf}{\cyri}{\cyrm}{\cyro}{\cyrv}},
title = {{\CYRA}{\cyrs}{\cyri}{\cyrm}{\cyrp}{\cyrt}{\cyro}{\cyrt}{\cyri}{\cyrk}{\cyra} {\cyrf}{\cyri}{\cyrl}{\cyrsftsn}{\cyrt}{\cyrr}{\cyra} {\cyru}{\cyrs}{\cyrl}{\cyro}{\cyrv}{\cyrn}{\cyro}-{\cyrg}{\cyra}{\cyru}{\cyrs}{\cyrs}{\cyro}{\cyrv}{\cyrs}{\cyrk}{\cyro}{\cyrg}{\cyro} {\cyrp}{\cyrr}{\cyro}{\cyrc}{\cyre}{\cyrs}{\cyrs}{\cyra}},
journal = {Vero\^atnostnye metody i kibernetika},
pages = {109--112},
publisher = {mathdoc},
volume = {18},
year = {1982},
zbl = {0532.60037},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMK_1982__18_69218/}
}
Е.И. Трофимов. Асимптотика фильтра условно-гауссовского процесса. Veroâtnostnye metody i kibernetika, Tome 18 (1982), pp. 109-112. http://geodesic.mathdoc.fr/item/VMK_1982__18_69218/