Filtering problem of 1-dimmentional diffusive processes

Authors

  • Eldar Maratovich Asadullin
  • Farit Sagitovich Nasyrov

Keywords:

Диффузионные процессы ; фильтрация ; наилучшая оценка ; уравнение для фильтрационной плотности ; цепочка нестохастических дифференциальных уравнений

Abstract

It is shown, that solution of the filtering problem may be deduced to solution of chain of the classical partial differential equations. The example of the filtering problem is considered. Estimation of nonobservable process was found. Results of simulation are adduced.

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Published

2018-12-09

Issue

Vol. 12 No. 1 (30) (2009): Вестник УГАТУ

Section

INFORMATICS, COMPUTER ENGINEERING AND MANAGEMENT