On a Boundary Value Problem in the Filtering Theory for Discrete Volterra Equations

DOI10.1080/07362990500118681MaRDI QIDQ5697672zbMATH OpenOpenAlexFDO

Authors A. B. Bashkov, V. B. Kolmanovskii, Xuerong Mao, A. I. Matasov

Publication date 18 October 2005

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990500118681

zbMATH Keywords

boundary value problemfiltering theorydiscrete Volterra equationrecurrent filtering equation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

Cites work

• scientific article; zbMATH DE number 1462090 (Why is no real title available?)
• Mean-Square Filtering Problem for Discrete Volterra Equations
• Stochastic processes and filtering theory

Cited in

(2)

• On one approach to the solution of the problem of guaranteeing estimation for Volterra equations
• Filtering Problem for Discrete Volterra Equations with Combined Disturbances

This page was built for publication: On a Boundary Value Problem in the Filtering Theory for Discrete Volterra Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5697672)