Filtration of stationary Gaussian statistical experiments


Citar

Texto integral

Acesso aberto Acesso aberto
Acesso é fechado Acesso está concedido
Acesso é fechado Somente assinantes

Resumo

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.

Sobre autores

Dmytro Koroliouk

Institute of Telecommunications and Global Information Space of the NAS of Ukraine

Autor responsável pela correspondência
Email: dimitri.koroliouk@ukr.net
Ucrânia, Kiev

Volodymyr Korolyuk

Institute of Mathematics of the NAS of Ukraine

Email: dimitri.koroliouk@ukr.net
Ucrânia, Kiev

Arquivos suplementares

Arquivos suplementares
Ação
1. JATS XML

Declaração de direitos autorais © Springer Science+Business Media, LLC, part of Springer Nature, 2018