Filtration of continuous-time stochastic signals using discrete observations with memory

zbMATH Open0860.93033MaRDI QIDQ3364572FDOQ3364572

Authors: O. L. Abakumova, N. S. Demin, T. V. Sushko 

Publication date: 1995

Recommendations

• Filtering of stochastic processes in the case of continuous-discrete observation channels with memory
• Filtration of stochastic processes for continuous and discrete observations with memory. II: Synthesis of filters
• On exact filters for continuous signals with discrete observations
• Extrapolation of stochastic processes with continuous-discrete observation channels with memory
• scientific article; zbMATH DE number 2112193

zbMATH Keywords

filteringdiffusion Markov processchannel with memory

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Estimation and detection in stochastic control theory (93E10) Channel models (including quantum) in information and communication theory (94A40)

Cited In (4)

• Title not available (Why is that?)
• Filtering of stochastic processes in the case of continuous-discrete observation channels with memory
• Extrapolation of stochastic processes with continuous-discrete observation channels with memory
• Discrete denoising for channels with memory

This page was built for publication: Filtration of continuous-time stochastic signals using discrete observations with memory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3364572)