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
Journal:Informatica
Volume 25, Issue 2 (2014), pp. 283–298
Abstract
New asymmetric cipher based on matrix power function is presented. Cipher belongs to the class of recently intensively evolving non-commuting cryptography due to expectation of its resistance to potential quantum cryptanalysis.
The algebraic structures for proposed cipher construction are defined. Security analysis was performed and security parameters are defined. On the base of this research the secure parameters values are determined. The comparison of efficiency of microprocessor realization of proposed algorithm with different security parameters values is presented.
Journal:Informatica
Volume 25, Issue 2 (2014), pp. 209–220
Abstract
The paper presents a novel algorithm for restoration of the missing samples in additive Gaussian noise based on the forward–backward autoregressive (AR) parameter estimation approach and the extrapolation technique. The proposed algorithm is implemented in two consecutive steps. In the first step, the forward–backward approach is used to estimate the parameters of the given neighbouring segments, while in the second step the extrapolation technique for the segments is applied to restore the samples of the missing segment. The experimental results demonstrate that the restoration error of the samples of the missing segment using the proposed algorithm is reduced as compared with the Burg algorithm.
Journal:Informatica
Volume 22, Issue 2 (2011), pp. 177–188
Abstract
The paper presents a novel method for improving the estimates of closely-spaced frequencies of a short length signal in additive Gaussian noise based on the Burg algorithm with extrapolation. The proposed method is implemented in two consecutive steps. In the first step, the Burg algorithm is used to estimate the parameters of the predictive filter, while in the second step the extrapolation technique of the signal is used to improve the frequency estimates. The experimental results demonstrate that the frequency estimates of the short length signal, using the Burg algorithm with extrapolation, are more accurate than the frequency estimates using the Burg algorithm without extrapolation.
Journal:Informatica
Volume 15, Issue 2 (2004), pp. 171–202
Abstract
In this paper on basis of the results (Dyomin et al., 2003a) the structure of Shannon information amount in the joint filtering and extrapolation problem of the stochastic processes by continuous‐discrete time memory observations is investigated. For particular class of processes with applying of the general results the problem of optimal transmission over the lag channels is considered and efficiency of filtering and extrapolation receptions under transmission over channels with memory or lag is investigated.
Journal:Informatica
Volume 12, Issue 3 (2001), pp. 439–454
Abstract
The aim of the given paper is development of a joint input-output approach and its comparison with a direct one in the case of an additive correlated noise acting on the output of the system (Fig. 1), when the prediction error method is applied to solve the closed-loop identification problem by processing observations. In the case of the known regulator, the two-stage method, which belongs to the ordinary joint input-output approach, reduces to the one-stage method. In such a case, the open-loop system could be easily determined after some extended rational transfer function (25) is identified, including the transfer functions of the regulator and of the open-loop system, respectively, as additional terms. In the case of the unknown regulator, the estimate of the extended transfer function (27) is used to generate an auxiliary input. The form of an additive noise filter (36), that guarantees the minimal value of the mean square criterion (35), is determined. The results of numerical simulation and identification of the closed-loop system (Fig. 5) by computer, using the two-stage method and the direct approach are given (Figures 6–12, Table 1).