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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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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/4929
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal

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