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Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates - MaRDI portal

Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates (Q2630032)

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Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates
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    Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates (English)
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    8 July 2016
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    dynamic reconstruction
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    stochastic differential equation
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    incomplete input data
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    finite-step algorithm
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    error estimation
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