CONSTRUCTION AN OBSERVATION IN THE SHESTAKOV–SVIRIDYUK MODEL IN TERMS OF MULTIDIMENSIONAL “WHITE NOISE” DISTORTION

DOI10.14529/mmph200405zbMath1458.62117OpenAlexW3099144715MaRDI QIDQ5144161

Minzilia A. Sagadeeva

Publication date: 15 January 2021

Published in: Bulletin of the South Ural State University series "Mathematics. Mechanics. Physics" (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/vyurm463

zbMATH Keywords

Leontief-type systemmultidimensional Wiener processoptimal dynamic measurementNelson-Glicklich derivativeresolving flow of matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) General theory of stochastic processes (60G07) White noise theory (60H40)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Filtering of monotonic convex noise-distorted signals and estimates of positions of special points
• Global and stochastic analysis with applications to mathematical physics
• On initial value problems in differential-algebraic equations and their numerical treatment
• Optimal control of a class of linear degenerate equations
• Numerical solution of the optimal measurement problem
• Some Generalizations of the Showalter - Sidorov Problem for Sobolev-Type Models
• The Numerical Algorithms for the Measurement of the Deterministic and Stochastic Signals
• The Optimal Measurements Theory As a New Paradigm in the Metrology
• Degenerate Matrix Groups and Degenerate Matrix Flows in Solving the Optimal Control Problem for Dynamic Balance Models of the Economy
• Reconstruction of Observation from Distorted Data for the Optimal Dynamic Measurement Problem
• On existence of optimal solutions for stochastic differential inclusions with mean derivatives

This page was built for publication: CONSTRUCTION AN OBSERVATION IN THE SHESTAKOV–SVIRIDYUK MODEL IN TERMS OF MULTIDIMENSIONAL “WHITE NOISE” DISTORTION