in this article, the discrete time state space model with first-order autoregressive dependent process noise is considered and the recursive method for filtering, prediction and smoothing of the hidden state from the noisy observation is designed. the explicit solution is obtained for the hidden state estimation problem. finally, in a simulation study, the performance of the designed method ...

    M. and M.   Abstract: Existence and uniqueness of solution for singular 2-D systems depends on regularity condition. Simple regularity implies regularity and under this assumption, the generalized wave model (GWM) is introduced to cast singular 2-D system of equations as a family of non-singular 1-D models with variable structure.These index dependent models, along with a set of boundary co...