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

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)