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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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Bibliographic Details
Date:	1998
Main Authors:	Lapshin, A. L., Лапшин, А. Л.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 1998
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

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