scientific article; zbMATH DE number 175904

MaRDI QIDQ4034980zbMATH OpenFDO

Authors D. G. Maksarov

Publication date 18 May 1993

zbMATH Keywords

filtering problemKalman filterVolterra integral equationWiener filter

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Filtering in stochastic control theory (93E11)

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• Estimation of the solutions of linear stochastic integral equations
• V-vector algebra and its application to Volterra-adaptive filtering
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• Kalman-Bucy filtering for stochastic Volterra models
• Mean-Square Filtering Problem for Discrete Volterra Equations
• Filtering Problem for Discrete Volterra Equations with Combined Disturbances
• An initial-value solution of the least-squares estimation problem with degenerate covariance
• Advances in Lee-Dchetzen method for Volterra filter identification

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