Information analysis of joint filtering and generalized extrapolation problem of stochastic processes by continuous-discrete time memory observations

Information analysis of joint filtering and generalized extrapolation problem of stochastic processes by continuous-discrete time memory observations

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.

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Hauptverfasser: Dyomin, N.S., Safronova, I.E., Rozhkova, S.V.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Cybernetics
Equations
Extrapolation
Gaussian distribution
Information filtering
Information filters
Mathematics
Stochastic processes
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Beschreibung
Zusammenfassung: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.
DOI:10.1109/KORUS.2001.975237