"Methods of choosing a regularization parameter in the problem of linear optimal filtration"
Kolos I.V., Kolos M.V.

Several relations are obtained to choose a regularization parameter according to the quasioptimality criterion and the ratio criterion in the problem of linear optimal filtration with degenerate white noise.

Keywords: regularization parameter, filtration problem, optimal filtration, degenerate noise, white noise

Kolos I.V.   e-mail: kolos_v@mail.ru;   Kolos M.V.   e-mail: arush@srcc.msu.su