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 |
| Veröffentlicht: |
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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