Pub. online:1 Jan 2004Type:Research ArticleOpen Access
Volume 15, Issue 2 (2004), pp. 171–202
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.
Pub. online:1 Jan 2001Type:Research ArticleOpen Access
Volume 12, Issue 2 (2001), pp. 263–284
This paper considers the problem of likelihood ratio determination for recognition of the stochastic processes with continuous time on the set continuous and discrete time memory observations. The research of memory influence on the detection quality of anomalous noises in the discrete channel observation with applying the general obtained results is realized for the one particular problem.