Title :
Simultaneous problem of filtering and interpolation of stochastic processes to the set continuous-discrete time memory observations in the presence of anomalous noises
Author :
Dyomin, N.S. ; Rozhkova, S.V. ; Rozhkova, O.V.
Author_Institution :
Dept. of Appl. Math. & Cybern., Tomsk State Univ., Russia
fDate :
26 Jun-3 Jul 2001
Abstract :
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
Keywords :
continuous time filters; discrete time filters; filtering theory; interpolation; noise; stochastic processes; stochastic systems; anomalous noise; continuous time processes; continuous-discrete observations; discrete time processes; memory; observation channels; realization processes; set continuous-discrete time memory observations; simultaneous filtering/interpolation problem; state vector filtering; state vector interpolation; stochastic processes; stochastic system; Cybernetics; Differential equations; Filtering; Gaussian noise; Interpolation; Mathematics; Stochastic processes; Stochastic resonance; Stochastic systems;
Conference_Titel :
Science and Technology, 2001. KORUS '01. Proceedings. The Fifth Russian-Korean International Symposium on
Conference_Location :
Tomsk
Print_ISBN :
0-7803-7008-2
DOI :
10.1109/KORUS.2001.975235
