USING THE KALMAN FILTER FOR UNSTABLE COMPUTATION PROCEDURES

V. M. Bobrov, V. M. Kukhtin, F. M. Chekshin
VANT. Ser. Metodiki i Programmy Chislennogo Resheniya Zadach Matematicheskoy Fiziki 1986. Вып.3. С. 31-34.

      The paper shows how to obtain a convergent solution of a linear problem by adding a filtering procedure to the nonstable approximating operator. Several algorithms are discussed for calculating stationary filter gain. For difference schemes approximating a heat conduction equations, numerical results are given which show the method to converge.