Title :
Information analysis of joint filtering and generalized extrapolation problem of stochastic processes by continuous-discrete time memory observations
Author :
Dyomin, N.S. ; Safronova, I.E. ; Rozhkova, S.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 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
Keywords :
continuous time filters; discrete time filters; extrapolation; filtering theory; stochastic processes; Shannon information amount; continuous time memory observations; continuous-discrete time memory observations; discrete time memory observations; information analysis; joint filtering/generalized extrapolation problem; realization totality; stochastic processes; Cybernetics; Equations; Extrapolation; Gaussian distribution; Information filtering; Information filters; 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.2001.975237
