On the estimation of the error of filtartion

Author: Besarion Dochviri
Co-authors: Omar Purtukhia, Vakhtang Jaoshvili
Keywords: stationary sequence, partially observable scheme, Kalman-Bucy scheme, filtration, error, estimation.
Annotation:

The scheme of partially observable stationary wide sense random sequence is reduced to the Kalman-Bucy’s scheme and the estimation of the error of filtration by the small noises coefficients is obtained.

Lecture files:

ფილტრაციის შეცდომის ერთი შეფასების შესახებ [ka]
On the estimation of the error of filtration [en]