Geodesic
An estimate of the approximate solution to a problem of linear optimal filtration
Numerical methods and programming, Tome 8 (2007) no. 4, pp. 368-374

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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, signal restoration, degenerate noise, white noise, colored noise, regularization method.
Mots-clés : optimal filtration 
@article{VMP_2007_8_4_a6,
     author = {I. V. Kolos and M. V. Kolos},
     title = {An estimate of the approximate solution to a problem of linear optimal filtration},
     journal = {Numerical methods and programming},
     pages = {368--374},
     publisher = {mathdoc},
     volume = {8},
     number = {4},
     year = {2007},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2007_8_4_a6/}
}
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I. V. Kolos; M. V. Kolos. An estimate of the approximate solution to a problem of linear optimal filtration. Numerical methods and programming, Tome 8 (2007) no. 4, pp. 368-374. http://geodesic.mathdoc.fr/item/VMP_2007_8_4_a6/