This article is cited in 2 papers

Stochastic Systems

Optimal linear filtering in noise degeneration in observations

A. A. Butov

Moscow

Abstract: A Kalman—Bucy filtering problem with noise degeneration in observations is described. A necessary and sufficient condition is obtained for existence of a solution to filtering equations.

UDC: 621.391.172


Received: 19.12.1979

 English version: Automation and Remote Control, 1981, 41:11, 1506–1511

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