I. V. Kolos, M. V. Kolos, “Methods of choosing a regularization parameter in the problem of linear optimal filtration”, Num. Meth. Prog., 2009, Volume 10, Issue 4,Pages <nobr>377

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Вычислительные методы и приложения

Methods of choosing a regularization parameter in the problem of linear optimal filtration

I. V. Kolos^a, M. V. Kolos^b

^a University of Russian Academy of Education
^b Lomonosov Moscow State University, Research Computing Center

Abstract: Several relations are obtained to choose a regularization parameter according to the quasioptimality criterion and the ratio criterion in the problem of linear optimal filtration with degenerate white noise.

Keywords: regularization parameter; filtration problem; optimal filtration; degenerate noise; white noise.

UDC: 519.6