Filtration of stationary Gaussian statistical experiments

Journal Article · Thu Feb 15 00:00:00 EST 2018 · Journal of Mathematical Sciences

DOI:https://doi.org/10.1007/S10958-018-3660-0· OSTI ID:22771560

Koroliouk, Dmytro V., E-mail: [e-mail] ^[1]; Korolyuk, Volodymyr S., E-mail: [e-mail] ^[2]

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1. Institute of Telecommunications and Global Information Space of the NAS of Ukraine (Ukraine)
2. Institute of Mathematics of the NAS of Ukraine (Ukraine)

The filtration of stationary Gaussian statistical experiments is determined by a solution of the equation of optimum filtration, which is characterized by the two-dimensional matrix of covariances. The parameters of a filtered signal are set by empiric covariances.

• OSTI ID: 22771560
• Journal Information: Journal of Mathematical Sciences, Vol. 229, Issue 1; Other Information: Copyright (c) 2018 Springer Science+Business Media, LLC, part of Springer Nature; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA); ISSN 1072-3374
• Country of Publication: United States
• Language: English

Related Subjects

97 MATHEMATICAL METHODS AND COMPUTING
FILTRATION
GAUSS FUNCTION
MATHEMATICAL SOLUTIONS
SIGNALS
STATISTICAL MODELS
STOCHASTIC PROCESSES
TWO-DIMENSIONAL CALCULATIONS