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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1985 Issue 8, Pages 36–40 (Mi at7490)

Stochastic Systems

Principle of guaranteed result in a problem of stationary linear smoothing with uncertainty of spectral densities

Yu. B. Korobochkin

Moscow

Abstract: The problem of linear smoothing is discussed for a stationary random process. An observed process is an additive blend of the uncorrelating useful component and noise whose spectral density moments are constrained.

UDC: 519.272


Received: 25.06.1984


 English version:
Automation and Remote Control, 1985, 46, 951–956

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