Title :
Transmission of stochastic processes on memory continuous-discrete channels in joint problem of filtering and interpolation
Author :
Dyomin, N.S. ; Safronova, I.E.
Author_Institution :
Dept. of Appl. Math. & Cybern., Tomsk State Univ., Russia
fDate :
26 Jun-3 Jul 2001
Abstract :
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
Keywords :
Markov processes; continuous time filters; discrete time filters; filtering theory; interpolation; multidimensional signal processing; Shannon information amount; continuous time observations; discrete time observations; joint filtering/interpolation problem; memory continuous-discrete channels; multidimensional Markov diffusion process; stochastic process transmission; Automatic control; Cybernetics; Diffusion processes; Equations; Information filtering; Information filters; Interference; Interpolation; Mathematics; Stochastic processes;
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.2001.975236
