Title : 
Estimation, recognition and information transmission in stochastic systems under continuous and discrete observations with memory
         
        
        
            Author_Institution : 
Dept. of Higher Math., Tomsk Polytech. Univ., Russia
         
        
        
        
            fDate : 
26 June-3 July 2004
         
        
        
            Abstract : 
In this paper the review of main results on optimal algorithm of stochastic processes processing in the case of continuous-discrete observations with memory, is being produced.
         
        
            Keywords : 
Kalman filters; information theory; signal processing; stochastic processes; stochastic systems; Kalman filter; continuous observation; discrete observations; information transmission; stochastic process; stochastic systems; Communication system control; Equations; Extrapolation; Information filtering; Information filters; Interpolation; Mathematics; Navigation; Stochastic processes; Stochastic systems;
         
        
        
        
            Conference_Titel : 
Science and Technology, 2004. KORUS 2004. Proceedings. The 8th Russian-Korean International Symposium on
         
        
            Print_ISBN : 
0-7803-8383-4
         
        
        
            DOI : 
10.1109/KORUS.2004.1555581