Skip to main content
SpringerLink
Log in

Method for filtering Markovian diffusion processes

  • Published:
Radiophysics and Quantum Electronics Aims and scope

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

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Literature Cited

  1. R. L. Stratonovich, Proceedings of the 4th All-Union Conference on Probability Theory and Mathematical Statistics [in Russian], Polit. i nauchi. literat. Lit. SSR, Vil'nyus, 1962.

    Google Scholar 

  2. R. L. Stratonovich, Optimum System for Automatic Control [in Russian], izd. Nauka, Moscow, 1967, p. 102.

    Google Scholar 

  3. L. É. Él'sgol'ty, Variational Calculus [in Russian], Gostekhizdat, Moscow, 1958.

    Google Scholar 

  4. B. R. Levin, Theory of Statistical Radio Engineering [in Russian], Vol. 2, izd. Sov. radio, Moscow, 1968.

    Google Scholar 

  5. R. Sh. Lintser and A. N. Shiryaev, Teoriya veroyatnotei i ee primenenie,13, no. 4, 602, 1968.

    Google Scholar 

  6. V. I. Tikhonov, Statistical Radio Engineering [in Russian], izd. Sov. Radio, Moscow, 1966.

    Google Scholar 

  7. R. L. Stratonovich, Arbitrary Markovian Processes and Their Application to Optimum-Control Theory [in Russian], izd. MGU, 1966.

Download references

Authors
  1. S. D. Svet
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Moscow Electrical Engineering Institute of Communications. Translated from Izvestiya VUZ. Radiofizika, Vol. 13, No. 1, pp. 81–87, January, 1970.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Svet, S.D. Method for filtering Markovian diffusion processes. Radiophys Quantum Electron 13, 59–64 (1970). https://doi.org/10.1007/BF01031478

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01031478

Keywords

Search

Navigation