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; Informatica; Vol. 14, Iss. 3

Bibliografiske detaljer
Parent link:Informatica.— , 2003
Vol. 14, Iss. 3.— 2003.— P. 295-322
Hovedforfatter: Dyomin N. S. Nikolas S.
Institution som forfatter: Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики (ВМ)
Andre forfattere: Safronova I. E. Irina E., Rozhkova S. V. Svetlana Vladimirovna
Summary: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.
В фонде НТБ ТПУ отсутствует
Sprog:russisk
Udgivet: 2003
Fag:
Format: Book Chapter
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=601964