Continuous-discrete filtering of stochastic processes in the case of observations with memory in the presence of anomalous noise

N. S. Demin, S. V. Rozhkova

Research output: Contribution to journalArticle

3 Citations (Scopus)


The present article considers estimation of stochastic processes with continuous time in the course of observation of the realization of a set of continuous and discrete processes that possess memory relative to the estimated signal. It is assumed that there is anomalous noise in the case of discrete observations.

Original languageEnglish
Pages (from-to)10-22
Number of pages13
JournalAutomatic Control and Computer Sciences
Issue number1
Publication statusPublished - 1999


ASJC Scopus subject areas

  • Artificial Intelligence
  • Control and Systems Engineering

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