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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