Filtering of stationary Gaussian statistical experiments

TL;DR

This paper introduces a novel filtering model for stationary Gaussian Markov experiments using diffusion-type difference stochastic equations, advancing the mathematical framework for such processes.

Contribution

It presents a new filtering approach specifically designed for stationary Gaussian Markov experiments modeled by diffusion-type difference stochastic equations.

Findings

Developed a new filtering model for stationary Gaussian Markov experiments.

Provided mathematical analysis of the diffusion-type difference stochastic equations.

Enhanced the understanding of filtering in Gaussian Markov processes.

Abstract

This article proposes a new filtering model for stationary Gaussian Markov statistical experiments, given by diffusion-type difference stochastic equations.