Filtering for Stochastic Systems in the Case of Continuous Observation Channels with Memory of Arbitrary Multiplicity and Anomalous Noise; Control and Communications (SIBCON)
| Parent link: | Control and Communications (SIBCON).— 2016.— [6 p.] |
|---|---|
| Corporate Author: | Томский политехнический университет Институт кибернетики, ИК |
| Other Authors: | Natalinova N. M. Nataliya Mikhailovna, Rozhkova O. V. Olga Vladimirovna, Moldovanova E. A. Evgeniya Aleksandrovna, Iljina N. L. Nataljya Lavrentjevna, Demin N. S. Nikolay Serapionovich |
| Summary: | Title screen In the paper the optimal in the mean-square senseunbiased filter is developed. We focused on the case of theobservation channel with memory and anomalous noises withunknown mean. A proof of the optimality criterion is presented. |
| Language: | English |
| Published: |
2016
|
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1109/SIBCON.2016.7491866 |
| Format: | Electronic Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=648823 |
Similar Items
Continuous-discrete filtering of stochastic processes in the case of observations with memory in the presence of anomalous noise; Automatic Control and Computer Sciences; Vol. 33, Iss. 1
by: Demin N. S. Nikolas S.
Published: (1999)
by: Demin N. S. Nikolas S.
Published: (1999)
Filtering in Stochastic Systems: Analysis for the case of continuous observations with memory of arbitrary multiplicity; Journal of Physics: Conference Series; Vol. 803 : Information Technologies in Business and Industry (ITBI2016)
Published: (2017)
Published: (2017)
Synthesis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises; International Journal of Mathematical, Computational, Natural and Physical Engineering; Vol. 9, iss. 5
Published: (2015)
Published: (2015)
Analysis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises; International Journal of Mathematical, Computational, Natural and Physical Engineering; Vol. 9, iss. 5
Published: (2015)
Published: (2015)
Continuous-discrete estimation of stochastic processes over memory (time-delay) observations with anomalous noises; IFAC Proceedings Volumes; Vol. 16, Iss. 1
by: Rozhkova S. V. Svetlana Vladimirovna
Published: (2006)
by: Rozhkova S. V. Svetlana Vladimirovna
Published: (2006)
Continuously discrete estimation of stochastic processes for observations with memory under anomalous noise: Synthesis; Journal of Computer and Systems Sciences International; Vol. 39, Iss. 3
by: Dyomin N. S. Nikolas S.
Published: (2000)
by: Dyomin N. S. Nikolas S.
Published: (2000)
Detection of anomalous noise for continuous and discrete observation channels with memory; Automatic Control and Computer Sciences; Vol. 37, Iss. 5
by: Demin N. S. Nikolas S.
Published: (2004)
by: Demin N. S. Nikolas S.
Published: (2004)
Applied Stochastic Control of Jump Diffusions
by: Oksendal B. Bernt
Published: (Berlin, Springer-Verlag, 2005)
by: Oksendal B. Bernt
Published: (Berlin, Springer-Verlag, 2005)
Nonlinear filtering, interpolation and extrapolation in stochastic systems under continuous and discrete observations with memory; IFAC Proceedings Volumes; Vol. 2
by: Dyomin N. S. Nikolas
Published: (2004)
by: Dyomin N. S. Nikolas
Published: (2004)
Optimal control of stochastic systems in the case of continuous-discrete observation channels with memory; Automatic Control and Computer Sciences; Vol. 40, Iss. 6
by: Demin N. S. Nikolas S.
Published: (2006)
by: Demin N. S. Nikolas S.
Published: (2006)
On the Separation Theorem of Stochastic Systems in the Case Of Continuous- Discrete Observation Channels with Memory; Journal of Physics: Conference Series; Vol. 659 : Advanced Control and Diagnosis (ACD 2015)
Published: (2015)
Published: (2015)
Anomalous interference and hybrid filtration for stochastic processes in observation channels with memory; Automatic Control and Computer Sciences; Vol. 35, Iss. 5
by: Demin N. S. Nikolas S.
Published: (2001)
by: Demin N. S. Nikolas S.
Published: (2001)
Determination of information amount in the joint filtering and interpolation problem of stochastic processes by continuous-discrete memory observations; Probability Theory, Random Process, Mathematical Statistics and Application
by: Dyomin N. S. Nikolas S.
Published: (2005)
by: Dyomin N. S. Nikolas S.
Published: (2005)
Estimation and recognition in stochastic systems with time-delay (memory) continuous-discrete observations; IFAC Proceedings Volumes
by: Rozhkova S. V. Svetlana Vladimirovna
Published: (2005)
by: Rozhkova S. V. Svetlana Vladimirovna
Published: (2005)
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
by: Dyomin N. S. Nikolas S.
Published: (2003)
by: Dyomin N. S. Nikolas S.
Published: (2003)
On the Separation Theorem of Stochastic Systems in the Case Of Continuous Observation Channels with Memory; Journal of Physics: Conference Series; Vol. 659 : 12th European Workshop on Advanced Control and Diagnosis (ACD 2015)
Published: (2015)
Published: (2015)
Estimation, recognition and information transmisiion in stochastic systems under continuous and discrete observations with memory; Korus 2004; V. 2
by: Rozhkova S. V. Svetlana Vladimirovna
Published: (2004)
by: Rozhkova S. V. Svetlana Vladimirovna
Published: (2004)
Stochastic-process hybrid filtration on observation with memory in the presence of anomalous interference\; Automatic Control and Computer Sciences; Vol. 34, Iss. 2
by: Dyomin N. S. Nikolas S.
Published: (2000)
by: Dyomin N. S. Nikolas S.
Published: (2000)
Stochastic-process hybrid filtration on observation with memory in the presence of anomalous interference\; Automatic Control and Computer Sciences; Vol. 34, Iss. 2
by: Dyomin N. S. Nikolas S.
Published: (2000)
by: Dyomin N. S. Nikolas S.
Published: (2000)
Recognition of Stochastic System States for Continuous-Discrete Observations with Sliding Memory; Russian Physics Journal; Vol. 61, iss. 3
Published: (2018)
Published: (2018)
About Structure of Shannon’s Information Amount for joint Filtering, Interpolation and Extrapolation Problem by Continuous-Discrete Memory Observations; KORUS 2005
by: Dyomin N. S. Nikolas S.
Published: (2005)
by: Dyomin N. S. Nikolas S.
Published: (2005)
Likelihood ratio determination for stochastic processes recognition problem with respect to the set of continuous and discrete memory observations; Informatica; Vol. 12, Iss. 2
by: Dyomin N. S. Nikolas S.
Published: (2001)
by: Dyomin N. S. Nikolas S.
Published: (2001)
Вып. 97: Стохастический анализ; Математические исследования
Published: (1987)
Published: (1987)
Stochastic analysis of temperature fields in frozen foundation soils; AIP Conference Proceedings; Vol. 1800 : Youth, Science, Solutions: Ideas and Prospects (YSSIP-2016)
Published: (2017)
Published: (2017)
Information analysis in joint problem of continuous-discrete filtering, interpolation and extrapolation with memory observations; Innovative Computing, Information and Control, 2007 (ICICIC '07)
by: Dyomin N. S. Nikolas S.
Published: (2007)
by: Dyomin N. S. Nikolas S.
Published: (2007)
Generalized moving extrapolation of stochastic processes based on the totality of continuous and discrete observations with memory; Journal of Computer and Systems Sciences International; Vol. 39, Iss. 4
by: Dyomin N. S. Nikolas S.
Published: (2000)
by: Dyomin N. S. Nikolas S.
Published: (2000)
Минимизация динамической погрешности измерительных преобразователей; Измерительная техника; № 1
by: Пинхусович Р. Л.
Published: (2004)
by: Пинхусович Р. Л.
Published: (2004)
Observation of the Z→ψℓ+ℓ− Decay in pp Collisions at √s=13 TeV; Physical Review Letters; Vol. 121, iss. 14
Published: (2018)
Published: (2018)
Стохастическая модель динамики относительных приращений цены акций; Вестник Томского государственного университета. Математика и механика; № 2 (14)
by: Трясучев В. А. Владимир Андреевич
Published: (2011)
by: Трясучев В. А. Владимир Андреевич
Published: (2011)
Observation of Medium-Induced Modifications of Jet Fragmentation in Pb-Pb Collisions at √sNN=5.02 TeV Using Isolated Photon-Tagged Jets; Physical Review Letters; Vol. 121, iss. 24
Published: (2018)
Published: (2018)
First experimental observation of the conical effect in Smith–Purcell radiation; JETP Letters; Vol. 105, iss. 9
Published: (2017)
Published: (2017)
Direct Observation of Incoherent Cherenkov Diffraction Radiation in the Visible Range; Physical Review Letters; Vol. 121, iss. 5
Published: (2018)
Published: (2018)
Бесконечномерный стохастический анализ: сборник научных трудов
Published: (Киев, Ин-т матем-ки АН УССР, 1990)
Published: (Киев, Ин-т матем-ки АН УССР, 1990)
Изучение стохастического резонанса в бистабильной системе с двойной стохастичностью; Журнал экспериментальной и теоретической физики; Т. 124, вып. 4
by: Гинзбург С. Л.
Published: (2003)
by: Гинзбург С. Л.
Published: (2003)
First experimental observation of conical effect in Smith-Purcell radiation; Письма в Журнал экспериментальной и теоретической физики; Т. 105, вып. 9
Published: (2017)
Published: (2017)
Стохастический метод моделирования визуализации процесса смешения; VIII Школа-конференция молодых атомщиков Сибири
by: Вильнина А. В. Анна Владимировна
Published: (2017)
by: Вильнина А. В. Анна Владимировна
Published: (2017)
Вероятностные процессы и управление: сборник
Published: (Москва, Наука, 1978)
Published: (Москва, Наука, 1978)
Средняя длительность периода занятости бесконечно линейной системы массового обслуживания с дважды стохастическим входящим потоком; Известия вузов. Физика; Т. 46, № 3
by: Глухова Е. В.
Published: (2003)
by: Глухова Е. В.
Published: (2003)
Optimal Transmission of Gaussian Markov Signal through Noiseless Feedback Channels with Memory; Control and Communications (SIBCON)
Published: (2016)
Published: (2016)
Фильтр Калмана - Бьюси: детерминированное наблюдение и стохастическая фильтрация; пер. с нем.
by: Браммер К. Карл
Published: (Москва, Наука, 1982)
by: Браммер К. Карл
Published: (Москва, Наука, 1982)
Similar Items
-
Continuous-discrete filtering of stochastic processes in the case of observations with memory in the presence of anomalous noise; Automatic Control and Computer Sciences; Vol. 33, Iss. 1
by: Demin N. S. Nikolas S.
Published: (1999) -
Filtering in Stochastic Systems: Analysis for the case of continuous observations with memory of arbitrary multiplicity; Journal of Physics: Conference Series; Vol. 803 : Information Technologies in Business and Industry (ITBI2016)
Published: (2017) -
Synthesis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises; International Journal of Mathematical, Computational, Natural and Physical Engineering; Vol. 9, iss. 5
Published: (2015) -
Analysis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises; International Journal of Mathematical, Computational, Natural and Physical Engineering; Vol. 9, iss. 5
Published: (2015) -
Continuous-discrete estimation of stochastic processes over memory (time-delay) observations with anomalous noises; IFAC Proceedings Volumes; Vol. 16, Iss. 1
by: Rozhkova S. V. Svetlana Vladimirovna
Published: (2006)