Information Amount Determination for Joint Problem of Filtering and Generalized Extrapolation of Stochastic Processes with Respect to the Set of Continuous and Discrete Memory Observations

Nikolas Dyomin, Irina Safronova, Svetlana Rozhkova

Результат исследований: Материалы для журналаСтатьярецензирование

7 Цитирования (Scopus)

Аннотация

This paper considers an information aspect of the problem of the joint filtering and generalized extrapolation, when the output of observation channels (data transmission) is the realizations set of the processes with continuous and discrete time, which depend on both the current and the past values of unobservable process (useful signal). The relations defining time evolution of Shannon information are obtained. The particular problems of the memory channels information efficiency and optimal transmission of stochastic processes, with applying the general results are considered.

Язык оригиналаАнглийский
Страницы (с-по)295-322
Число страниц28
ЖурналInformatica
Том14
Номер выпуска3
СостояниеОпубликовано - 2003

ASJC Scopus subject areas

  • Information Systems
  • Applied Mathematics

Fingerprint Подробные сведения о темах исследования «Information Amount Determination for Joint Problem of Filtering and Generalized Extrapolation of Stochastic Processes with Respect to the Set of Continuous and Discrete Memory Observations». Вместе они формируют уникальный семантический отпечаток (fingerprint).

Цитировать