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.

Збережено в:
Бібліографічні деталі
Дата:1998
Автори: Lapshin, A. L., Лапшин, А. Л.
Формат: Стаття
Мова:Російська
Англійська
Опубліковано: Institute of Mathematics, NAS of Ukraine 1998
Онлайн доступ:https://umj.imath.kiev.ua/index.php/umj/article/view/4929
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Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
Завантажити файл: Pdf

Репозитарії

Ukrains’kyi Matematychnyi Zhurnal
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author Lapshin, A. L.
Лапшин, А. Л.
Лапшин, А. Л.
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Лапшин, А. Л.
Лапшин, А. Л.
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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.
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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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