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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1959 Volume 4, Issue 4, Pages 458–464 (Mi tvp4908)
Short Communications

On the Theory of Optimal Filtering of a Signal in the Presence of Internal Random Noise

Li Heng Won

Pyongyang

Abstract: This paper is devoted to the solution of a synthesis problem in optimal automatic control systems with internal stationary random noise applied to different points in the system.

Received: 10.02.1959


 English version: Theory of Probability and its Applications, 1959, 4:4, 422–426

© Steklov Math. Inst. of RAS, 2024