CONSTRUCTION AN OBSERVATION IN THE SHESTAKOV–SVIRIDYUK MODEL IN TERMS OF MULTIDIMENSIONAL “WHITE NOISE” DISTORTION

DOI10.14529/mmph200405zbMath1458.62117OpenAlexW3099144715MaRDI QIDQ5144161

Minzilia A. Sagadeeva

Publication date: 15 January 2021

Published in: Bulletin of the South Ural State University series "Mathematics. Mechanics. Physics" (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/vyurm463

zbMATH Keywords

Leontief-type systemmultidimensional Wiener processoptimal dynamic measurementNelson-Glicklich derivativeresolving flow of matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) General theory of stochastic processes (60G07) White noise theory (60H40)

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