{"title":"volterra过程驱动的随机线性动力系统","authors":"T. Tran","doi":"10.15625/1813-9663/37/2/15340","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":15444,"journal":{"name":"Journal of Computer Science and Cybernetics","volume":"85 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"ON A STOCHASTIC LINEAR DYNAMICAL SYSTEM DRIVEN BY A VOLTERRA PROCESS\",\"authors\":\"T. Tran\",\"doi\":\"10.15625/1813-9663/37/2/15340\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":15444,\"journal\":{\"name\":\"Journal of Computer Science and Cybernetics\",\"volume\":\"85 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Computer Science and Cybernetics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15625/1813-9663/37/2/15340\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Computer Science and Cybernetics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15625/1813-9663/37/2/15340","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
ON A STOCHASTIC LINEAR DYNAMICAL SYSTEM DRIVEN BY A VOLTERRA PROCESS
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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