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Abstract Optimal Linear Filtering
We solve the linear optimal filtering problems in infinite dimensional Hilbert spaces and their extensions in continuous and discrete cases and give the necessary and sufficient conditions for the solvability of the original causal problem. Expand
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Filtering of stochastic processes
Optimal Filtering of Stochastic Processes in the Context of the Wiener-Kolmogorov Theory. Expand
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Optimal filtering of discrete homogeneous fields
The problem of linear optimal filtering of discrete homogeneous fields in the context of the Wiener—Kalman theory is studied in this chapter. The foundation of the theory of optimal filtering ofExpand
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Discrete Linear Control Systems
1 Basic concepts and statement of problems in control theory.- 1.1 Initial Premises.- 1.2 Basic concepts of control theory.- 1.2.1 The control object.- 1.2.2 Control algorithm.- 1.2.3 ControlExpand
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Identification of an unstable ARMA equation
Usually the coefficients in a stochastic time series model are partially or entirely unknown when the realization of the time series is observed. Sometimes the unknown coefficients can be estimatedExpand
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Mathematical constructions in optimal linear filtering theory
The linear optimal ltering problems in innite dimensional Hilbert spaces and their extensions are investigated. The quality functional is allowed to be a general quadratic functional dened by aExpand
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Operator approach to linear control systems
The concept of control proposes that there are two objects at east a controlling one and a to-be-controlled object (here their physical is of no importance). The control consists of generatingExpand
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Introduction to estimation and filtering theory
We introduce briefly basic concepts and results of an investigation into the theory of the estimation of random variables and filtering of stochastic processes, to clarify how the methods developed in the present book enter into the general estimation and filtering theory. Expand
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The circulation round blunt bodies of a supersonic flow of gas with selective radiation and absorption of energy
Abstract THE solution of the problem of the circulation of a supersonic flow of radiating gas round a blunt body has been considered in [1]. Scheme II of the method of integral relations of [2] wasExpand
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Calculation of the flows past blunt bodies taking radiation into account
To solve problems of the flow of a dissociated, ionized and radiating gas, a difference scheme based on the method of large particles is proposed. The results of calculations using the p 1 -thExpand