ON A STOCHASTIC LINEAR DYNAMICAL SYSTEM DRIVEN BY A VOLTERRA PROCESS
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DOI:
https://doi.org/10.15625/1813-9663/37/2/15340Abstract
The aim of this note is considering a dynamical system expressed by a Langevin equation driven by a Volterra process. An Ornstein - Uhlenbeck process as the solution of this kind of equation is described and a problem of state estimation (filtering) for this dynamical system is investigated as well.
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Published
07-06-2021
How to Cite
[1]
T. M. Tran, “ON A STOCHASTIC LINEAR DYNAMICAL SYSTEM DRIVEN BY A VOLTERRA PROCESS”, JCC, vol. 37, no. 2, p. 163–170, Jun. 2021.
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Cybernetics
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