In this volume the investigations of filtering problems, a start on which has been made in [55], are being continued and are devoted to theoretical problems of processing stochastic fields. The derivation of the theory of processing stochastic fields is similar to that of the theory extensively developed for stochastic processes ('stochastic fields with a one-dimensional domain'). Nevertheless there exist essential distinctions between these cases making a construction of the theory for the multi-dimensional case in such a way difficult. Among these are the absence of the notion of the...
In this volume the investigations of filtering problems, a start on which has been made in [55], are being continued and are devoted to theoretical pr...
This book is devoted to an investigation of some important problems of mod ern filtering theory concerned with systems of 'any nature being able to per ceive, store and process an information and apply it for control and regulation'. (The above quotation is taken from the preface to 27]). Despite the fact that filtering theory is l'argely worked out (and its major issues such as the Wiener-Kolmogorov theory of optimal filtering of stationary processes and Kalman-Bucy recursive filtering theory have become classical) a development of the theory is far from complete. A great deal of recent...
This book is devoted to an investigation of some important problems of mod ern filtering theory concerned with systems of 'any nature being able to pe...
