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

MaRDI QIDQ3364572zbMATH OpenFDO

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

Publication date 1995

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)

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• scientific article; zbMATH DE number 2112193

Cited in

(4)

• scientific article; zbMATH DE number 497518 (Why is no real title available?)
• 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

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