Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process

  • A. L. Lapshin

Abstract

We obtain an equation of optimal filtration for processes of Markov random evolution, which is a solution of systems of linear differential equations with Markov switchings.
Published
25.07.1998
How to Cite
LapshinA. L. “Filtration and Prediction of Random Solutions of a System of Linear Differential Equations With Coefficients Depending on a Finite-Valued Markov Process”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 50, no. 7, July 1998, pp. 997–1000, https://umj.imath.kiev.ua/index.php/umj/article/view/4880.
Section
Short communications