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 14, Issue 3 (2003), pp. 295–322
Abstract
This paper considers an information aspect of the problem of the joint filtering and generalized extrapolation, when the output of observation channels (data transmission) is the realizations set of the processes with continuous and discrete time, which depend on both the current and the past values of unobservable process (useful signal). The relations defining time evolution of Shannon information are obtained. The particular problems of the memory channels information efficiency and optimal transmission of stochastic processes, with applying the general results are considered.
Journal:Informatica
Volume 12, Issue 2 (2001), pp. 263–284
Abstract
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.