Title of article
Filtering for a Signal Given by a Linear Stochastic Retarded Differential Equation
Author/Authors
S. A. Elsanousi، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 1997
Pages
13
From page
75
To page
87
Abstract
A filtering of Kalman]Bucy type is derived for a signal governed by a linear
retarded stochastic differential equation, given a noisy observation process linearly
related to the section of the signal. A Volterra type integral equation is obtained
for a ‘‘general tracking error.’’
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
1997
Journal title
Journal of Mathematical Analysis and Applications
Record number
929655
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