Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates (Q2630032)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates |
scientific article |
Statements
Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates (English)
0 references
8 July 2016
0 references
dynamic reconstruction
0 references
stochastic differential equation
0 references
incomplete input data
0 references
finite-step algorithm
0 references
error estimation
0 references
0 references