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

Volume

2

fYear

2001

fDate

26 Jun-3 Jul 2001

Firstpage

223

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;

fLanguage

English

Publisher

ieee

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

Type

conf

DOI

10.1109/KORUS.2001.975235

Filename

975235