Information analysis in joint problem of continuous-discrete filtering, interpolation and extrapolation with memory observations

N. Dyomin, S. Rozhkova

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

2 Citations (Scopus)

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 languageEnglish
Title of host publicationSecond International Conference on Innovative Computing, Information and Control, ICICIC 2007
DOIs
Publication statusPublished - 2008
Event2nd International Conference on Innovative Computing, Information and Control, ICICIC 2007 - Kumamoto, Japan
Duration: 5 Sep 20077 Sep 2007

Other

Other2nd International Conference on Innovative Computing, Information and Control, ICICIC 2007
CountryJapan
CityKumamoto
Period5.9.077.9.07

ASJC Scopus subject areas

  • Computer Science(all)
  • Mechanical Engineering

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