State vector filtration in a discrete linear stochastic dynamic system with the modular structure of a measuring complex in the presence of correlated observation errors and disturbing actions

DOI10.1023/A:1011348416185zbMath1062.93533OpenAlexW253142359MaRDI QIDQ1779924

R. T. Yakupov, Svetlana P. Moiseeva

Publication date: 2 June 2005

Published in: Russian Physics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011348416185

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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