Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain

  • A. L. Lapshin

Abstract

We solve the problem of the estimation of a random state for a system with discrete time that is described by a system of linear difference equations with coefficients depending on a finite-valued Markov chain.
Published
25.04.1998
How to Cite
LapshinA. L. “Filtration of Random Solutions of a System of Linear Difference Equations With Coefficients Depending on a Markov Chain”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 50, no. 4, Apr. 1998, pp. 590–592, https://umj.imath.kiev.ua/index.php/umj/article/view/4929.
Section
Short communications