Estimation and Recognition in Stochastic Systems with Time-Delay (Memory) Continuous-Discrete Observations
| Authors: | Rozhkova Svetlana, Tomsk Polytechnic University, Russian Federation
Dyomin Nikolay, Tomsk State University, Russian Federation |
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| Topic: | 1.4 Stochastic Systems |
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| Session: | Control, Estimation and Analysis of Stochastic Systems |
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| Keywords: | stochastic systems, filtering, interpolation, recognition, time-delay, memory |
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Abstract
The paper considers: 1) the determination problem of optimal filtering and interpolationestimations in the mean square sense for stochastic processes with continuous time on continuousdiscrete time-delay (memory) observations; 2) the determination problem of likelihood ratio for recognition of the stochastic processes on observations of the same type; 3) the anomalous noisesdetection in discrete channel with memory observations
