Transmission of stochastic processes on memory continuous-discrete channels in joint problem of filtering and interpolation

Transmission of stochastic processes on memory continuous-discrete channels in joint problem of filtering and interpolation

Equations are derived for the Shannon information amount in the joint filtering and interpolation problem of a multidimensional Markov diffusion process by continuous and discrete time observations.

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Bibliographische Detailangaben
Hauptverfasser: Dyomin, N.S., Safronova, I.E.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Automatic control
Cybernetics
Diffusion processes
Equations
Information filtering
Information filters
Interference
Interpolation
Mathematics
Stochastic processes
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Beschreibung
Zusammenfassung:Equations are derived for the Shannon information amount in the joint filtering and interpolation problem of a multidimensional Markov diffusion process by continuous and discrete time observations.
DOI:10.1109/KORUS.2001.975236