Abstract
This paper considers an information aspect of the joint filtering, interpolation and extrapolation problem, when the output of observation channels is the set of realizations of the processes with continuous and discrete time, which depends on both the current and the past values of unobservable process. The expressions, defined time evolution of Shannon information amounts, are obtained and the solution structure is researched.1
| Original language | English |
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| Title of host publication | Second International Conference on Innovative Computing, Information and Control, ICICIC 2007 |
| DOIs | |
| Publication status | Published - 2008 |
| Event | 2nd International Conference on Innovative Computing, Information and Control, ICICIC 2007 - Kumamoto, Japan Duration: 5 Sep 2007 → 7 Sep 2007 |
Other
| Other | 2nd International Conference on Innovative Computing, Information and Control, ICICIC 2007 |
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| Country | Japan |
| City | Kumamoto |
| Period | 5.9.07 → 7.9.07 |
ASJC Scopus subject areas
- Computer Science(all)
- Mechanical Engineering
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Cite this
Dyomin, N., & Rozhkova, S. (2008). Information analysis in joint problem of continuous-discrete filtering, interpolation and extrapolation with memory observations. In Second International Conference on Innovative Computing, Information and Control, ICICIC 2007 [4427992] https://doi.org/10.1109/ICICIC.2007.354