Statistical analysis of linear dynamic systems driven by the binary Markovian noise on the basis of the kinetic equations for non-Markovian stochastic processes

DOI10.1016/S0165-1684(99)00006-7zbMath0927.94009OpenAlexW1966277935MaRDI QIDQ1292286

Vladimir A. Kazakov

Publication date: 21 June 1999

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(99)00006-7

zbMATH Keywords

linear systemkinetic equationnon-Markovian process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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