DocumentCode
2076556
Title
Information analysis of joint filtering and generalized extrapolation problem of stochastic processes by continuous-discrete time memory observations
Author
Dyomin, N.S. ; Safronova, I.E. ; Rozhkova, S.V.
Author_Institution
Dept. of Appl. Math. & Cybern., Tomsk State Univ., Russia
Volume
2
fYear
2001
fDate
26 Jun-3 Jul 2001
Firstpage
229
Abstract
This paper considers the problem of finding the Shannon information amount in the joint filtering and generalized extrapolation problem of stochastic processes by using a totality of realizations of continuous and discrete time memory observations
Keywords
continuous time filters; discrete time filters; extrapolation; filtering theory; stochastic processes; Shannon information amount; continuous time memory observations; continuous-discrete time memory observations; discrete time memory observations; information analysis; joint filtering/generalized extrapolation problem; realization totality; stochastic processes; Cybernetics; Equations; Extrapolation; Gaussian distribution; Information filtering; Information filters; Mathematics; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Science and Technology, 2001. KORUS '01. Proceedings. The Fifth Russian-Korean International Symposium on
Conference_Location
Tomsk
Print_ISBN
0-7803-7008-2
Type
conf
DOI
10.1109/KORUS.2001.975237
Filename
975237
Link To Document