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