Title :
About structure of Shannon´s information amount for joint filtering, interpolation and extrapolation problem by continuous-discrete memory observations
Author :
Dyomin, N.S. ; Rozhkova, S.V. ; Safronova, I.E.
Author_Institution :
TSU, Tomsk, Russia
fDate :
26 June-2 July 2005
Abstract :
In this paper the structure of Shannon´s information amount in the joint filtering, interpolation and extrapolation problem of the stochastic processes by continuous-discrete observations with memory is investigated.
Keywords :
extrapolation; information theory; interpolation; stochastic processes; Shannon information; continuous-discrete memory observations; extrapolation; interpolation; joint filtering; stochastic processes; Differential equations; Extrapolation; Information filtering; Information filters; Interpolation; Stochastic processes;
Conference_Titel :
Science and Technology, 2005. KORUS 2005. Proceedings. The 9th Russian-Korean International Symposium on
Print_ISBN :
0-7803-8943-3
DOI :
10.1109/KORUS.2005.1507644
