An. Korolev et al., THE EQUATIONS OF STATE AND FILTERING OF PROCESSES WITH A DYNAMIC STRUCTURE, Telecommunications & radio engineering, 47(9), 1992, pp. 68-70
Equations for the a priori and a posteriori probability densities of a
random process generated by a stochastic system with a dynamic (rando
m) structure are obtained, which differ from the traditional equations
in the fact that the required probability densities are independent o
f the actual state of the generating system.