Simultaneous problem of filtering and interpolation of stochastic processes to the set continuous-discrete time memory observations in the presence of anomalous noises

This paper considers the problem of state vector filtering and interpolation of a stochastic system with continuous time on the realization processes set with continuous and discrete time in the presence of anomalous noises in the observation channels with memory.

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Hauptverfasser: Dyomin, N.S., Rozhkova, S.V., Rozhkova, O.V.
Format: Tagungsbericht
Sprache:eng
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Zusammenfassung:This paper considers the problem of state vector filtering and interpolation of a stochastic system with continuous time on the realization processes set with continuous and discrete time in the presence of anomalous noises in the observation channels with memory.
DOI:10.1109/KORUS.2001.975235