Annotation
The optimal filtering system is synthesized, and the quality of interpolation and extrapolation estimated on the basis of a mean square criterion, for a two-state Markov signal. Solutions of the stationary and nonstationary problem are obtained.
© 2016 Publisher M.V.Lomonosov Moscow State University
Authors
L.I. Mirkin and R.L. Stratonovich
Department of General Physics; The Mechanics and Mathematics Faculties
Department of General Physics; The Mechanics and Mathematics Faculties
Science News of the Faculty of Physics, Lomonosov Moscow State University
This new information publication, which is intended to convey to the staff, students and graduate students, faculty colleagues and partners of the main achievements of scientists and scientific information on the events in the life of university physicists.