Email this article Filtration of stationary Gaussian statistical experiments
- Authors: Koroliouk D.V.1, Korolyuk V.S.2
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Affiliations:
- Institute of Telecommunications and Global Information Space of the NAS of Ukraine
- Institute of Mathematics of the NAS of Ukraine
- Issue: Vol 229, No 1 (2018)
- Pages: 30-35
- Section: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/240367
- DOI: https://doi.org/10.1007/s10958-018-3660-0
- ID: 240367
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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.
About the authors
Dmytro V. Koroliouk
Institute of Telecommunications and Global Information Space of the NAS of Ukraine
Author for correspondence.
Email: dimitri.koroliouk@ukr.net
Ukraine, Kiev
Volodymyr S. Korolyuk
Institute of Mathematics of the NAS of Ukraine
Email: dimitri.koroliouk@ukr.net
Ukraine, Kiev
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