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

Division for Mathematics and Computer Sciences

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Abstract

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 language	English
Pages (from-to)	10-22
Number of pages	13
Journal	Automatic Control and Computer Sciences
Volume	33
Issue number	1
Publication status	Published - 1999

ASJC Scopus subject areas

Artificial Intelligence
Control and Systems Engineering

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

abstract = "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.",

author = "Demin, {N. S.} and Rozhkova, {S. V.}",

year = "1999",

language = "English",

volume = "33",

pages = "10--22",

journal = "Automatic Control and Computer Sciences",

issn = "0146-4116",

publisher = "Springer International Publishing AG",

number = "1",

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T1 - Continuous-discrete filtering of stochastic processes in the case of observations with memory in the presence of anomalous noise

AU - Demin, N. S.

AU - Rozhkova, S. V.

PY - 1999

Y1 - 1999

N2 - 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.

AB - 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.

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JF - Automatic Control and Computer Sciences

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