OPTIMAL FILTERING OF RANDOM PROCESS SETTLING ACCOUNTS WITH POSTACTION

Authors

  • V. D. Volkov Kiev Politechnic Institute, Kiev
  • V. A. Nikitin Kiev Politechnic Institute, Kiev
  • V. I. Pravda Kiev Politechnic Institute, Kiev

Abstract

Optimal filtering problem solution according to the minimum of mean-square error of the process satisfying random differential equation of the second order with constant coefficients is presented.

Author Biographies

  • V. D. Volkov, Kiev Politechnic Institute, Kiev
    Volkov V.D.,
  • V. A. Nikitin, Kiev Politechnic Institute, Kiev
    Nikitin V.A.,
  • V. I. Pravda, Kiev Politechnic Institute, Kiev
    Pravda V.I.,

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Issue

No. 16 (1979)

Section

Articles