Information Amount Determination for Joint Problem of Filtering and Generalized Extrapolation of Stochastic Processes with Respect to the Set of Continuous and Discrete Memory Observations

Nikolas Dyomin, Irina Safronova, Svetlana Rozhkova

Research output: Contribution to journalArticle

7 Citations (Scopus)

Abstract

This paper considers an information aspect of the problem of the joint filtering and generalized extrapolation, when the output of observation channels (data transmission) is the realizations set of the processes with continuous and discrete time, which depend on both the current and the past values of unobservable process (useful signal). The relations defining time evolution of Shannon information are obtained. The particular problems of the memory channels information efficiency and optimal transmission of stochastic processes, with applying the general results are considered.

Original languageEnglish
Pages (from-to)295-322
Number of pages28
JournalInformatica
Volume14
Issue number3
Publication statusPublished - 2003

Keywords

  • Extrapolation
  • Feedback
  • Filtering
  • Information amount
  • Memory

ASJC Scopus subject areas

  • Information Systems
  • Applied Mathematics

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