Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process
We obtain an equation of optimal filtration for processes of Markov random evolution, which is a solution of systems of linear differential equations with Markov switchings.
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| Date: | 1998 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1998
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4880 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860511057958666240 |
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| author | Lapshin, A. L. Лапшин, А. Л. Лапшин, А. Л. |
| author_facet | Lapshin, A. L. Лапшин, А. Л. Лапшин, А. Л. |
| author_sort | Lapshin, A. L. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T21:16:14Z |
| description | We obtain an equation of optimal filtration for processes of Markov random evolution, which is a solution of systems of linear differential equations with Markov switchings. |
| first_indexed | 2026-03-24T03:06:51Z |
| format | Article |
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| id | umjimathkievua-article-4880 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:06:51Z |
| publishDate | 1998 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/05/c796f21e9b14956c87f67ad532459905.pdf |
| spelling | umjimathkievua-article-48802020-03-18T21:16:14Z Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process Фильтрация и упреждение случайных решений системы линейных дифференцальных уравнений с коэффициентами, зависящими от конечнозначного марковского процесса Lapshin, A. L. Лапшин, А. Л. Лапшин, А. Л. We obtain an equation of optimal filtration for processes of Markov random evolution, which is a solution of systems of linear differential equations with Markov switchings. Одержано рівняння оптимальної фільтрації для процесів марковської випадкової еволюції, що є розв'язком систем лінійних диференціальних рівнянь з марковськими перемиканнями. Institute of Mathematics, NAS of Ukraine 1998-07-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4880 Ukrains’kyi Matematychnyi Zhurnal; Vol. 50 No. 7 (1998); 997–1000 Український математичний журнал; Том 50 № 7 (1998); 997–1000 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/4880/6459 https://umj.imath.kiev.ua/index.php/umj/article/view/4880/6460 Copyright (c) 1998 Lapshin A. L. |
| spellingShingle | Lapshin, A. L. Лапшин, А. Л. Лапшин, А. Л. Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process |
| title | Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process |
| title_alt | Фильтрация и упреждение случайных решений системы линейных дифференцальных уравнений с коэффициентами, зависящими от конечнозначного марковского процесса |
| title_full | Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process |
| title_fullStr | Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process |
| title_full_unstemmed | Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process |
| title_short | Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process |
| title_sort | filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued markov process |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4880 |
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