Information analysis of joint filtering and generalized extrapolation problem of stochastic processes by continuous-discrete time memory observations

N. S. Dyomin, I. E. Safronova, S. V. Rozhkova

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

1 Citation (Scopus)

Abstract

This paper considers the problem of the finding of Shannon information amount in the joint filtering and generalized extrapolation problem of the stochastic processes by using a totality of realizations of continuous and discrete time memory observations.

Original languageEnglish
Title of host publication5th Korea-Russia International Symposium on Science and Technology - Proceedings: KORUS 2001
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages229-231
Number of pages3
Volume2
ISBN (Print)0780370082, 9780780370081
DOIs
Publication statusPublished - 2001
Event5th Korea-Russia International Symposium on Science and Technology, KORUS 2001 - Tomsk, Russian Federation
Duration: 26 Jun 20013 Jul 2001

Other

Other5th Korea-Russia International Symposium on Science and Technology, KORUS 2001
CountryRussian Federation
CityTomsk
Period26.6.013.7.01

Keywords

  • Continuous-discrete observations
  • Extrapolation
  • Filtering
  • Information amount
  • Memory
  • Stochastic processes

ASJC Scopus subject areas

  • Clinical Biochemistry
  • Computer Networks and Communications
  • Biotechnology
  • Civil and Structural Engineering
  • Mechanics of Materials
  • Electronic, Optical and Magnetic Materials
  • Materials Chemistry
  • Surfaces, Coatings and Films

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  • Cite this

    Dyomin, N. S., Safronova, I. E., & Rozhkova, S. V. (2001). Information analysis of joint filtering and generalized extrapolation problem of stochastic processes by continuous-discrete time memory observations. In 5th Korea-Russia International Symposium on Science and Technology - Proceedings: KORUS 2001 (Vol. 2, pp. 229-231). [975237] Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/KORUS.2001.975237