Filtration of stationary Gaussian statistical experiments
- Autores: Koroliouk D.V.1, Korolyuk V.S.2
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Afiliações:
- Institute of Telecommunications and Global Information Space of the NAS of Ukraine
- Institute of Mathematics of the NAS of Ukraine
- Edição: Volume 229, Nº 1 (2018)
- Páginas: 30-35
- Seção: Article
- URL: https://bakhtiniada.ru/1072-3374/article/view/240367
- DOI: https://doi.org/10.1007/s10958-018-3660-0
- ID: 240367
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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
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