Springer Nature is making SARS-CoV-2 and COVID-19 research free. View research | View latest news | Sign up for updates

Accuracy bounds for the solution of the linear optimal filtering problem in the presence of colored noise in the observations

  • 12 Accesses

This is a preview of subscription content, log in to check access.

Literature Cited

  1. 1.

    I. I. Lyashko, V. P. Didenko, and O. E. Tsitritskii, Noise Filtering [in Russian], Naukova Dumka, Kiev (1979).

  2. 2.

    I. V. Kolos, "On solution of the linear filtering problem in the presence of colored noise in observations," Ukr. Mat. Zh.,31, No. 4, 372–379 (1979).

  3. 3.

    V. A. Morozov, Regular Methods of Solution of Ill-Posed Problems [in Russian], Moscow State Univ. (1974).

  4. 4.

    V. A. Morozov, "On optimal regularization of operator equations," Zh. Vychisl. Mat. Mat. Fiz.,10, No. 4, 818–829 (1970).

  5. 5.

    V. P. Didenko and N. N. Kozlov, "On regularization of some ill-posed problems of technical cybernetics," Dokl. Akad. Nauk SSSR,214, No. 3, 528–531 (1974).

  6. 6.

    V. P. Didenko and N. N. Kozlov, "Regularization of one class of measurement processing problems," Avtometriya, No. 5, 9–13 (1974).

Download references

Additional information

Translated from Vychislitel'nye Metody i Sistemy Obrabotki Dannykh na ÉVM, pp. 19–32.

Rights and permissions

Reprints and Permissions

About this article

Cite this article

Kolos, I.V., Kolos, M.V. Accuracy bounds for the solution of the linear optimal filtering problem in the presence of colored noise in the observations. Comput Math Model 2, 34–43 (1991). https://doi.org/10.1007/BF01128354

Download citation

Keywords

  • Mathematical Modeling
  • Computational Mathematic
  • Industrial Mathematic
  • Colored Noise
  • Accuracy Bound