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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
Fulltext:
PDF file (552 kB)
English version:
Automation and Remote Control, 1985,
46
,
951–956
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2024