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JOURNALS
// Avtomatika i Telemekhanika
// Archive
Avtomat. i Telemekh.,
1987
Issue 5,
Pages
84–94
(Mi at4438)
Stochastic Systems
On simultaneous filtering of random sequence components
A. K. Kapylov
Sverdlovsk
Abstract:
A martingale approach leads to relations describing optimal simultaneous filtering of components of random sequences whose range of values is continuous or discrete. An example is provided.
UDC:
519.216
Received:
09.08.1985
Fulltext:
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Steklov Math. Inst. of RAS
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