Abstract
The stochastic problem of optimal dynamic measurements in spaces of differentiable “noises” is considered in the article. To solve this problem, the theory of optimal dynamic measurements, which has actively been developing recently, is applied. The main purpose of this article is to reconstruct a dynamically distorted input signal from a given observation. This theory is at the intersection of several scientific areas: the theory of dynamic measurements, the theory of optimal control for Leontief type systems and the theory of Sobolev type equations. Based on the results obtained earlier by the authors, an interval estimation of the optimal dynamic measurement with known characteristics of random interference at the input is constructed.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
