Geodesic
An approximate analytical solution of a filtration problem
Numerical methods and programming, Tome 9 (2008) no. 3, pp. 332-337
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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.
Mots-clés : transition matrix, optimal filtration
Keywords: filtration problem, degenerate noise, white noise. 
@article{VMP_2008_9_3_a12,
     author = {I. V. Kolos and M. V. Kolos},
     title = {An approximate analytical solution of a filtration problem},
     journal = {Numerical methods and programming},
     pages = {332--337},
     year = {2008},
     volume = {9},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2008_9_3_a12/}
}
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I. V. Kolos; M. V. Kolos. An approximate analytical solution of a filtration problem. Numerical methods and programming, Tome 9 (2008) no. 3, pp. 332-337. http://geodesic.mathdoc.fr/item/VMP_2008_9_3_a12/