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

zbMath0895.93037MaRDI QIDQ1925344

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

Publication date: 6 January 1997

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

filteringdiffusion Markov processchannel with memory

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Channel models (including quantum) in information and communication theory (94A40)

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