Continuous-discrete filtering of stochastic processes in the case of observations with memory in the presence of anomalous noise

Bibliographic Details
Parent link:Automatic Control and Computer Sciences.— , 1999
Vol. 33, Iss. 1.— 1999.— P. 10-22
Main Author: Demin N. S. Nikolas S.
Corporate Author: Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики (ВМ)
Other Authors: Rozhkova S. V. Svetlana Vladimirovna
Summary:The present article considers estimation of stochastic processes with continuous time in the course of observation of the realization of a set of continuous and discrete processes that possess memory relative to the estimated signal. It is assumed that there is anomalous noise in the case of discrete observations.
Published: 1999
Subjects:
Format: Book Chapter
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=601967