Abstract
In this paper on basis of the results (Dyomin et al., 2003a) the structure of Shannon information amount in the joint filtering and extrapolation problem of the stochastic processes by continuous-discrete time memory observations is investigated. For particular class of processes with applying of the general results the problem of optimal transmission over the lag channels is considered and efficiency of filtering and extrapolation receptions under transmission over channels with memory or lag is investigated.
| Original language | English |
|---|---|
| Pages (from-to) | 171-202 |
| Number of pages | 32 |
| Journal | Informatica |
| Volume | 15 |
| Issue number | 2 |
| Publication status | Published - 2004 |
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Keywords
- Extrapolation
- Filtering
- Information amount
- Memory
- Signal processing
ASJC Scopus subject areas
- Information Systems
- Applied Mathematics
Cite this
About structure of Shannon information amount for joint filtering and extrapolation problem by continuous-discrete memory observations. / Dyomin, Nikolas; Safronova, Irina; Rozhkova, Svetlana.
In: Informatica, Vol. 15, No. 2, 2004, p. 171-202.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - About structure of Shannon information amount for joint filtering and extrapolation problem by continuous-discrete memory observations
AU - Dyomin, Nikolas
AU - Safronova, Irina
AU - Rozhkova, Svetlana
PY - 2004
Y1 - 2004
N2 - In this paper on basis of the results (Dyomin et al., 2003a) the structure of Shannon information amount in the joint filtering and extrapolation problem of the stochastic processes by continuous-discrete time memory observations is investigated. For particular class of processes with applying of the general results the problem of optimal transmission over the lag channels is considered and efficiency of filtering and extrapolation receptions under transmission over channels with memory or lag is investigated.
AB - In this paper on basis of the results (Dyomin et al., 2003a) the structure of Shannon information amount in the joint filtering and extrapolation problem of the stochastic processes by continuous-discrete time memory observations is investigated. For particular class of processes with applying of the general results the problem of optimal transmission over the lag channels is considered and efficiency of filtering and extrapolation receptions under transmission over channels with memory or lag is investigated.
KW - Extrapolation
KW - Filtering
KW - Information amount
KW - Memory
KW - Signal processing
UR - http://www.scopus.com/inward/record.url?scp=4344601155&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=4344601155&partnerID=8YFLogxK
M3 - Article
VL - 15
SP - 171
EP - 202
JO - Informatica
JF - Informatica
SN - 0868-4952
IS - 2
ER -