Continuous-discrete estimation of stochastic processes over memory (time-delay) observations with anomalous noises

Bibliografische gegevens
Parent link:IFAC Proceedings Volumes: 6th IFAC Workshop on Time Delay Systems, 10-12 июля 2006 г..— , 2006
Vol. 16, Iss. 1.— 2006.— P. 72-77
Hoofdauteur: Rozhkova S. V. Svetlana Vladimirovna
Coauteur: Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики (ВМ)
Andere auteurs: Dyomin N. S.
Samenvatting:The joint synthesis of mean square optimal (MSO) unbiased filter-interpolator-extrapolator (FIE) is performed. It is supposed that these processes depend not only on the current values of an unobserved process but on an arbitrary number of its preceding values, and anomalous noise occurs in discrete observations. The properties of MSO FIE are investigated..
В фонде НТБ ТПУ отсутствует
Gepubliceerd in: 2006
Onderwerpen:
Formaat: Hoofdstuk
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=601943
Omschrijving
Samenvatting:The joint synthesis of mean square optimal (MSO) unbiased filter-interpolator-extrapolator (FIE) is performed. It is supposed that these processes depend not only on the current values of an unobserved process but on an arbitrary number of its preceding values, and anomalous noise occurs in discrete observations. The properties of MSO FIE are investigated..
В фонде НТБ ТПУ отсутствует