Stochastic Systems

Analysis of initial data in the design of a linear filter for a signal with constraints on the variance of the derivatives

V. N. Kalinichenko, A. V. Nebylov

Saint-Petersburg State University of Aerospace Instrumentation

UDC: 519.71

MSC: Primary 93E11; Secondary 94A12

Presented by the member of Editorial Board: A. P. Kurdyukov

Received: 13.01.1999

 English version: Automation and Remote Control, 2000, 61:7, 1133–1142

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