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О структуре количества информации в совместной задаче фильтрации и интерполяции по наблюдениям с памятью. Общий случай

О структуре количества информации в совместной задаче фильтрации и интерполяции по наблюдениям с памятью. Общий случай

Abstract

Рассматривается проблема нахождения количества информации по Шеннону в совместной задаче фильтрации и интерполяции стохастических процессов по непрерывно-дискретным наблюдениям с памятью. Получены соотношения, определяющие эволюцию во времени шенноновских мер количества информации в форме разложений, в которых в явном виде выделены количество информации для раздельных задач фильтрации и интерполяции.

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Keywords

совместные задачи, интерполяция, разложения, структуры, фильтрация, соотношения, память, Шеннон Клод Элвуд (американский инженер и математик; 1916-2001), стохастические процессы, эволюция, раздельные задачи, шенноновская мера, непрерывно-дискретные наблюдения, информация

  • BIP!
    Impact byBIP!
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    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green