On the error-free filtering of finite-state singular processes under dependent distortions
type: Item
instance of: scholarly article
title: On the error-free filtering of finite-state singular processes under dependent distortions
zbMATH Open document ID: 1145.62077
DOI: 10.1134/S0032946007040011
author: V. V. Prelov
author: Edward C. van der Meulen
published in: Problems of Information Transmission
publication date: 2008-09-02T00:00:00Z
review text: This paper considers the problem of finding some sufficient conditions under which causal error-free filtering for a singular stationary stochastic process \(X =\{X_n\}\) with a finite number of states from noisy observations is possible. For a rather general model of observations, where the observable stationary process is absolutely regular with respect to the estimated process \(X\), it is proved (using an information-theoretic approach) that under a natural additional condition, causal error-free (with probability one) filtering is possible. For the authors' letter to the editors concerning the validity of the main theorem see [Probl. Inf. Transm. 45, No. 2, 191 (2009); translation from Probl. Peredachi Inf. 45, No. 2, 127 (2009; Zbl 1334.62148)].
reviewed by: Vyacheslav A. Vasiliev
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 5319694
zbMATH Keywords: singular stationary stochastic process
zbMATH Keywords: noncausal filtering
MaRDI profile type: Publication
cites work: Disjointness in ergodic theory, minimal sets, and a problem in diophantine approximation
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description: scientific article; zbMATH DE number 5319694