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Title: Filtration of stationary Gaussian statistical experiments

Abstract

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.

Authors:
 [1];  [2]
  1. Institute of Telecommunications and Global Information Space of the NAS of Ukraine (Ukraine)
  2. Institute of Mathematics of the NAS of Ukraine (Ukraine)
Publication Date:
OSTI Identifier:
22771560
Resource Type:
Journal Article
Journal Name:
Journal of Mathematical Sciences
Additional Journal Information:
Journal Volume: 229; Journal 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); Journal ID: ISSN 1072-3374
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICAL METHODS AND COMPUTING; FILTRATION; GAUSS FUNCTION; MATHEMATICAL SOLUTIONS; SIGNALS; STATISTICAL MODELS; STOCHASTIC PROCESSES; TWO-DIMENSIONAL CALCULATIONS

Citation Formats

Koroliouk, Dmytro V., E-mail: dimitri.koroliouk@ukr.net, and Korolyuk, Volodymyr S., E-mail: korol@imath.kiev.ua. Filtration of stationary Gaussian statistical experiments. United States: N. p., 2018. Web. doi:10.1007/S10958-018-3660-0.
Koroliouk, Dmytro V., E-mail: dimitri.koroliouk@ukr.net, & Korolyuk, Volodymyr S., E-mail: korol@imath.kiev.ua. Filtration of stationary Gaussian statistical experiments. United States. doi:10.1007/S10958-018-3660-0.
Koroliouk, Dmytro V., E-mail: dimitri.koroliouk@ukr.net, and Korolyuk, Volodymyr S., E-mail: korol@imath.kiev.ua. Thu . "Filtration of stationary Gaussian statistical experiments". United States. doi:10.1007/S10958-018-3660-0.
@article{osti_22771560,
title = {Filtration of stationary Gaussian statistical experiments},
author = {Koroliouk, Dmytro V., E-mail: dimitri.koroliouk@ukr.net and Korolyuk, Volodymyr S., E-mail: korol@imath.kiev.ua},
abstractNote = {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.},
doi = {10.1007/S10958-018-3660-0},
journal = {Journal of Mathematical Sciences},
issn = {1072-3374},
number = 1,
volume = 229,
place = {United States},
year = {2018},
month = {2}
}