Add to ORKGThis 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
The definition of one-step information predictability stochastic process in discrete time is given. ...
The thesis focuses on filtering and prediction of discrete time processes. We begin by introducing t...
This is the published version, also available here: http://dx.doi.org/10.1137/0119020
This paper considers the problem of the finding of Shannon information amount in the joint filtering...
Abstract. This paper considers an information aspect of the problem of the joint filtering and gener...
Abstract. In this paper on basis of the results (Dyomin et al., 2003a) the structure of Shannon info...
Abstract: The paper considers: 1) the determination problem of optimal filtering and interpolation e...
The paper describes the problem of finding the likelihood ratio for specific problem of stochastic s...
The paper describes the problem of finding the likelihood ratio for specific problem of stochastic s...
Abstract. This paper considers the problem of likelihood ratio determination for recognition of the ...
AbstractA result of Godambe [1] on optimal combination of estimating functions for discrete time sto...
In this paper we present the concept of description of random processes in complex systems with disc...
It is shown that, for discrete-time processes, both the causal minimum variance estimate of an arbit...
In this paper we present the concept of description of random processes in complex systems with disc...
In this paper we present the concept of description of random processes in complex systems with disc...
The definition of one-step information predictability stochastic process in discrete time is given. ...
The thesis focuses on filtering and prediction of discrete time processes. We begin by introducing t...
This is the published version, also available here: http://dx.doi.org/10.1137/0119020
This paper considers the problem of the finding of Shannon information amount in the joint filtering...
Abstract. This paper considers an information aspect of the problem of the joint filtering and gener...
Abstract. In this paper on basis of the results (Dyomin et al., 2003a) the structure of Shannon info...
Abstract: The paper considers: 1) the determination problem of optimal filtering and interpolation e...
The paper describes the problem of finding the likelihood ratio for specific problem of stochastic s...
The paper describes the problem of finding the likelihood ratio for specific problem of stochastic s...
Abstract. This paper considers the problem of likelihood ratio determination for recognition of the ...
AbstractA result of Godambe [1] on optimal combination of estimating functions for discrete time sto...
In this paper we present the concept of description of random processes in complex systems with disc...
It is shown that, for discrete-time processes, both the causal minimum variance estimate of an arbit...
In this paper we present the concept of description of random processes in complex systems with disc...
In this paper we present the concept of description of random processes in complex systems with disc...
The definition of one-step information predictability stochastic process in discrete time is given. ...
The thesis focuses on filtering and prediction of discrete time processes. We begin by introducing t...
This is the published version, also available here: http://dx.doi.org/10.1137/0119020