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Linear filtering of random fields controlled by stochastic equations

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Literature Cited

  1. R. E. Kalman and R. S. Bucy, “New results in linear prediction and filtering theory,” J. Basic Eng. (Trans. ASME, Ser. D), 83D, 95–108 (1961).

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  2. L. L. Ponomarenko, “Stochastic integrals on multiparametric Brownian motion and stochastic equations connected with them,” in: The Theory of Probability and Mathematical Statistics [in Russian], No. 7, Izd. KGU, Kiev (1972).

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  3. R. Courant, Equations with Partial Derivatives [Russian translation], Izd. Mir, Moscow (1964).

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  4. I. I. Gikhman and A. V. Skorokhod, The Theory of Random Processes [in Russian], Vol. 1, Izd. Nauka, Moscow (1971).

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Authors
  1. L. L. Ponomarenko
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Additional information

Translated from Kibernetika, No. 2, pp. 87–91, March–April, 1973.

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Ponomarenko, L.L. Linear filtering of random fields controlled by stochastic equations. Cybern Syst Anal 9, 287–292 (1973). https://doi.org/10.1007/BF01069084

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  • DOI: https://doi.org/10.1007/BF01069084

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