The information analysis in joint problem of continuous-discrete filtering and generalized extrapolation

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

Research output: Contribution to journalConference articlepeer-review

3 Citations (Scopus)

Abstract

This paper considers the information aspect of the problem of the joint filtering and extrapolation, when the output of observation channels is the set of realizations of the processes with continuous and discrete time, which depend on both the current and the past values of unobservable process. The expressions, defined time evolution of Shannon information measures, are obtained and the solution structure are researched. The problem of optimal transmission of Gaussian Markov signal on a continuous-discrete time memory channel and the example of information efficiency of observations with memory are considered.

Original languageEnglish
Pages (from-to)1011-1016
Number of pages6
JournalIFAC Proceedings Volumes (IFAC-PapersOnline)
Volume36
Issue number16
DOIs
Publication statusPublished - 2003
Event13th IFAC Symposium on System Identification, SYSID 2003 - Rotterdam, Netherlands
Duration: 27 Aug 200329 Aug 2003

Keywords

  • communication
  • extrapolation
  • filtering
  • information amount
  • signal processing
  • stochastic systems

ASJC Scopus subject areas

  • Control and Systems Engineering

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