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