Filtration of stationary Gaussian statistical experiments


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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.

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Dmytro Koroliouk

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

编辑信件的主要联系方式.
Email: dimitri.koroliouk@ukr.net
乌克兰, Kiev

Volodymyr Korolyuk

Institute of Mathematics of the NAS of Ukraine

Email: dimitri.koroliouk@ukr.net
乌克兰, Kiev

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