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

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
Title of host publication	Second International Conference on Innovative Computing, Information and Control, ICICIC 2007
DOIs	https://doi.org/10.1109/ICICIC.2007.354
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
Country	Japan
City	Kumamoto
Period	5.9.07 → 7.9.07

ASJC Scopus subject areas

Computer Science(all)
Mechanical Engineering

Access to Document

10.1109/ICICIC.2007.354

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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, 2nd International Conference on Innovative Computing, Information and Control, ICICIC 2007, Kumamoto, Japan, 5.9.07. https://doi.org/10.1109/ICICIC.2007.354

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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",

author = "N. Dyomin and S. Rozhkova",

year = "2008",

doi = "10.1109/ICICIC.2007.354",

language = "English",

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AB - 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

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