Determination of information amount in the joint filtering and interpolation problem of stochastic processes by continuous-discrete memory observations

Bibliographic Details
Parent link:Probability Theory, Random Process, Mathematical Statistics and Application: Proceedings of the International Conference, Minsk, February 21-25, 2005. [P. 335-343].— , 2005
Main Author: Dyomin 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:Title screen
This paper considers the problem of the finding of Shannon information amount in the joint filtering and interpolation problem of the stochastic processes by continuous-discrete time memory observations. The relations defining time evolution of Shannon information amount are obtained.
Published: 2005
Subjects:
Online Access:http://elib.bsu.by/bitstream/123456789/55005/1/49.pdf
Format: Electronic Book Chapter
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=640832