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JOURNALS // Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics] // Archive
Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2012, Issue 4, Pages 27–34 (Mi vtpmk230)
Probabilistic Possibilistic Models

Matrix random processes optimal coding and decoding

A. Yu. Litvin, V. T. Pristavko

St. Petersburg State University, Faculty of Applied Mathematics and Control Processes

Abstract: Matrix random gaussian processes coding and decoding problem was put and solved. Optimal solution was found as a minimum of linear-square-law functional of decoding devise control.

Keywords: matrix filtration, $n$-covariance matrix, linear-square-law functional.

UDC: 519.218.82

Received: 02.10.2012
Revised: 10.12.2012



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