Estimation and recognition in stochastic systems with time-delay (memory) continuous-discrete observations

Bibliographic Details
Parent link:IFAC Proceedings Volumes: 16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005, Prague, 03 - 08 июля 2005 г. P. 82-87.— , 2005
Main Author: Rozhkova S. V. Svetlana Vladimirovna
Other Authors: Dyomin N. S. Nikolas
Summary:The paper considers: 1) the determination problem of optimal filtering and interpolation estimations in the mean square sense for stochastic processes with continuous time on continuous-discrete time-delay (memory) observations; 2) the determination problem of likelihood ratio for recognition of the stochastic processes on observations of the same type; 3) the anomalous noises detection in discrete channel with memory observations.
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Published: 2005
Subjects:
Format: Book Chapter
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=601982
Description
Summary:The paper considers: 1) the determination problem of optimal filtering and interpolation estimations in the mean square sense for stochastic processes with continuous time on continuous-discrete time-delay (memory) observations; 2) the determination problem of likelihood ratio for recognition of the stochastic processes on observations of the same type; 3) the anomalous noises detection in discrete channel with memory observations.
В фонде НТБ ТПУ отсутствует