Geodesic
An approximate analytical solution of a filtration problem
Numerical methods and programming, Tome 9 (2008) no. 3, pp. 332-337

Voir la notice de l'article provenant de la source Math-Net.Ru

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},
     publisher = {mathdoc},
     volume = {9},
     number = {3},
     year = {2008},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2008_9_3_a12/}
}
TY  - JOUR
AU  - I. V. Kolos
AU  - M. V. Kolos
TI  - An approximate analytical solution of a filtration problem
JO  - Numerical methods and programming
PY  - 2008
SP  - 332
EP  - 337
VL  - 9
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/VMP_2008_9_3_a12/
LA  - ru
ID  - VMP_2008_9_3_a12
ER  - 
%0 Journal Article
%A I. V. Kolos
%A M. V. Kolos
%T An approximate analytical solution of a filtration problem
%J Numerical methods and programming
%D 2008
%P 332-337
%V 9
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/VMP_2008_9_3_a12/
%G ru
%F VMP_2008_9_3_a12
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/