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On a problem of correction of the controlled process : PMM vol. 42, no. 6, 1978, pp. 1127–1131
Authors:L. G. Vasil''eva  V. N. Lagunov
Affiliation:

, Kalinin, U.S.S.R.

Abstract:The results obtained in [1] are developed further, by considering a case in which the processs is described by a nonlinear, differential vector equation of the p-th order, the correction vector appears in the right hand side of the equation of motion as one of the terms, and the noise vector is a measurable vector function. A constructive method of correcting the process in question is given, with the correction equation obtained in the explicit form.
Keywords:
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