Add to ORKGAbstract: 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.Copyright c©2005 IFAC
This technical note focuses on optimal filtering for Itô stochastic continuous-time systems with mul...
Stochastic system identification is of great interest in the areas of control and communication. In ...
Stochastic system identification is of great interest in the areas of control and communication. In ...
Abstract. This paper considers the problem of likelihood ratio determination for recognition of the ...
This paper considers the problem of the finding of Shannon information amount in the joint filtering...
The paper describes the problem of finding the likelihood ratio for specific problem of stochastic s...
This paper considers the problem of the finding of Shannon information amount in the joint filtering...
The paper describes the problem of finding the likelihood ratio for specific problem of stochastic s...
AbstractAn algorithm is presented for the problem of maximum likelihood (ML) estimation of parameter...
For optimal unbiased filter as mean-square and in the case of functioning anomalous noises in the ob...
Abstract. This paper considers an information aspect of the problem of the joint filtering and gener...
AbstractA result of Godambe [1] on optimal combination of estimating functions for discrete time sto...
The standard continuous time state space model with stochastic disturbances contains the mathematica...
The standard continuous time state space model with stochastic disturbances contains the mathematica...
Abstract. In this paper on basis of the results (Dyomin et al., 2003a) the structure of Shannon info...
This technical note focuses on optimal filtering for Itô stochastic continuous-time systems with mul...
Stochastic system identification is of great interest in the areas of control and communication. In ...
Stochastic system identification is of great interest in the areas of control and communication. In ...
Abstract. This paper considers the problem of likelihood ratio determination for recognition of the ...
This paper considers the problem of the finding of Shannon information amount in the joint filtering...
The paper describes the problem of finding the likelihood ratio for specific problem of stochastic s...
This paper considers the problem of the finding of Shannon information amount in the joint filtering...
The paper describes the problem of finding the likelihood ratio for specific problem of stochastic s...
AbstractAn algorithm is presented for the problem of maximum likelihood (ML) estimation of parameter...
For optimal unbiased filter as mean-square and in the case of functioning anomalous noises in the ob...
Abstract. This paper considers an information aspect of the problem of the joint filtering and gener...
AbstractA result of Godambe [1] on optimal combination of estimating functions for discrete time sto...
The standard continuous time state space model with stochastic disturbances contains the mathematica...
The standard continuous time state space model with stochastic disturbances contains the mathematica...
Abstract. In this paper on basis of the results (Dyomin et al., 2003a) the structure of Shannon info...
This technical note focuses on optimal filtering for Itô stochastic continuous-time systems with mul...
Stochastic system identification is of great interest in the areas of control and communication. In ...
Stochastic system identification is of great interest in the areas of control and communication. In ...