Geodesic
Methods of choosing a regularization parameter in the problem of linear optimal filtration
Numerical methods and programming, Tome 10 (2009) no. 4, pp. 377-384

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Several relations are obtained to choose a regularization parameter according to the quasioptimality criterion and the ratio criterion in the problem of linear optimal filtration with degenerate white noise.
Keywords: regularization parameter; filtration problem; optimal filtration; degenerate noise; white noise. 
@article{VMP_2009_10_4_a1,
     author = {I. V. Kolos and M. V. Kolos},
     title = {Methods of choosing a regularization parameter in the problem of linear optimal filtration},
     journal = {Numerical methods and programming},
     pages = {377--384},
     publisher = {mathdoc},
     volume = {10},
     number = {4},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2009_10_4_a1/}
}
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I. V. Kolos; M. V. Kolos. Methods of choosing a regularization parameter in the problem of linear optimal filtration. Numerical methods and programming, Tome 10 (2009) no. 4, pp. 377-384. http://geodesic.mathdoc.fr/item/VMP_2009_10_4_a1/