Estimation and recognition in stochastic systems with time-delay (memory) continuous-discrete observations

N. Dyomin, S. Rozhkova

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The paper considers: 1) the determination problem of optimal filtering and interpolation estimations in the mean square sense for stochastic processes with continuous time on continuous-discrete time-delay (memory) observations; 2) the determination problem of likelihood ratio for recognition of the stochastic processes on observations of the same type; 3) the anomalous noises detection in discrete channel with memory observations.

Original languageEnglish
Title of host publicationIFAC Proceedings Volumes (IFAC-PapersOnline)
Pages82-87
Number of pages6
Volume16
Publication statusPublished - 2005
Event16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005 - Prague, Czech Republic
Duration: 3 Jul 20058 Jul 2005

Other

Other16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005
CountryCzech Republic
CityPrague
Period3.7.058.7.05

Fingerprint

Stochastic systems
Random processes
Time delay
Data storage equipment
Interpolation

Keywords

  • Filtering
  • Interpolation
  • Memory
  • Recognition
  • Stochastic systems
  • Time-delay

ASJC Scopus subject areas

  • Control and Systems Engineering

Cite this

Dyomin, N., & Rozhkova, S. (2005). Estimation and recognition in stochastic systems with time-delay (memory) continuous-discrete observations. In IFAC Proceedings Volumes (IFAC-PapersOnline) (Vol. 16, pp. 82-87)

Estimation and recognition in stochastic systems with time-delay (memory) continuous-discrete observations. / Dyomin, N.; Rozhkova, S.

IFAC Proceedings Volumes (IFAC-PapersOnline). Vol. 16 2005. p. 82-87.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Dyomin, N & Rozhkova, S 2005, Estimation and recognition in stochastic systems with time-delay (memory) continuous-discrete observations. in IFAC Proceedings Volumes (IFAC-PapersOnline). vol. 16, pp. 82-87, 16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005, Prague, Czech Republic, 3.7.05.
Dyomin N, Rozhkova S. Estimation and recognition in stochastic systems with time-delay (memory) continuous-discrete observations. In IFAC Proceedings Volumes (IFAC-PapersOnline). Vol. 16. 2005. p. 82-87
Dyomin, N. ; Rozhkova, S. / Estimation and recognition in stochastic systems with time-delay (memory) continuous-discrete observations. IFAC Proceedings Volumes (IFAC-PapersOnline). Vol. 16 2005. pp. 82-87
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