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

Division for Mathematics and Computer Sciences

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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 language	English
Title of host publication	5th Korea-Russia International Symposium on Science and Technology - Proceedings: KORUS 2001
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	229-231
Number of pages	3
Volume	2
ISBN (Print)	0780370082, 9780780370081
DOIs	https://doi.org/10.1109/KORUS.2001.975237
Publication status	Published - 2001
Event	5th Korea-Russia International Symposium on Science and Technology, KORUS 2001 - Tomsk, Russian Federation Duration: 26 Jun 2001 → 3 Jul 2001

Other

Other	5th Korea-Russia International Symposium on Science and Technology, KORUS 2001
Country	Russian Federation
City	Tomsk
Period	26.6.01 → 3.7.01

Fingerprint

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

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

Information analysis of joint filtering and generalized extrapolation problem of stochastic processes by continuous-discrete time memory observations. / Dyomin, N. S.; Safronova, I. E.; Rozhkova, S. V.

5th Korea-Russia International Symposium on Science and Technology - Proceedings: KORUS 2001. Vol. 2 Institute of Electrical and Electronics Engineers Inc., 2001. p. 229-231 975237.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Dyomin, NS, Safronova, IE & Rozhkova, SV 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, 975237, Institute of Electrical and Electronics Engineers Inc., pp. 229-231, 5th Korea-Russia International Symposium on Science and Technology, KORUS 2001, Tomsk, Russian Federation, 26.6.01. https://doi.org/10.1109/KORUS.2001.975237

Dyomin NS, Safronova IE, Rozhkova SV. 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. Institute of Electrical and Electronics Engineers Inc. 2001. p. 229-231. 975237 https://doi.org/10.1109/KORUS.2001.975237

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

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Access to Document

10.1109/KORUS.2001.975237