ON A STOCHASTIC LINEAR DYNAMICAL SYSTEM DRIVEN BY A VOLTERRA PROCESS
نویسندگان
چکیده
The aim of this note is considering a dynamical system expressed by Langevin equation driven Volterra process. An Ornstein - Uhlenbeck process as the solution kind described and problem state estimation (filtering) for investigated well.
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ژورنال
عنوان ژورنال: Journal of Computer Science and Cybernetics
سال: 2021
ISSN: ['1813-9663']
DOI: https://doi.org/10.15625/1813-9663/37/2/15340