Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain
We solve the problem of the estimation of a random state for a system with discrete time that is described by a system of linear difference equations with coefficients depending on a finite-valued Markov chain.
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| Datum: | 1998 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
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Institute of Mathematics, NAS of Ukraine
1998
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/4929 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860511111568162816 |
|---|---|
| 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 | 2020-03-18T21:17:16Z |
| description | We solve the problem of the estimation of a random state for a system with discrete time that is described by a system of linear difference equations with coefficients depending on a finite-valued Markov chain. |
| first_indexed | 2026-03-24T03:07:42Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-4929 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:07:42Z |
| publishDate | 1998 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/a3/9cc0d16021c551e0bd913dc9259452a3.pdf |
| spelling | umjimathkievua-article-49292020-03-18T21:17:16Z Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain Фильтрация случайных решений системы линейных разностных уравнений с коэффициентами, зависящими от марковской цепи Lapshin, A. L. Лапшин, А. Л. Лапшин, А. Л. We solve the problem of the estimation of a random state for a system with discrete time that is described by a system of linear difference equations with coefficients depending on a finite-valued Markov chain. Розв'язано задачу про оцінку випадкового стану для системи з дискретним часом, яка описується системою лінійних різницевих рівнянь з коефіцієнтами, залежними від скінченно-значного марковського ланцюга. Institute of Mathematics, NAS of Ukraine 1998-04-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4929 Ukrains’kyi Matematychnyi Zhurnal; Vol. 50 No. 4 (1998); 590–592 Український математичний журнал; Том 50 № 4 (1998); 590–592 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/4929/6557 https://umj.imath.kiev.ua/index.php/umj/article/view/4929/6558 Copyright (c) 1998 Lapshin A. L. |
| spellingShingle | Lapshin, A. L. Лапшин, А. Л. Лапшин, А. Л. Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain |
| title | Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain |
| title_alt | Фильтрация случайных решений системы линейных разностных уравнений с коэффициентами, зависящими от марковской цепи |
| title_full | Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain |
| title_fullStr | Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain |
| title_full_unstemmed | Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain |
| title_short | Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain |
| title_sort | filtration of random solutions of a system of linear difference equations with coefficients depending on a markov chain |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4929 |
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