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035 _a(RuTPU)RU\TPU\network\20008
035 _aRU\TPU\network\20005
090 _a654413
100 _a20170426a2017 k y0engy50 ba
101 0 _aeng
105 _ay z 100zy
135 _adrgn ---uucaa
181 0 _ai
182 0 _ab
200 1 _aFiltering in Stochastic Systems: Analysis for the case of continuous observations with memory of arbitrary multiplicity
_fO. V. Rozhkova [et al.]
203 _aText
_celectronic
300 _aTitle screen
320 _a[References: 12 tit.]
330 _aWe consider stochastic systems with continuous time over observations with memory in the presence of an anomalous noise. The paper is devoted to analysis of some properties of an optimal unbiased in mean-square sense filter. In the case of anomalous noises action in the observation channel with memory, we have proved insensitivity of the filter to inaccurate knowledge of the matrix of anomalous noise intensity and its equivalence to a truncated filter constructed only over non-anomalous components of an observation vector.
461 0 _0(RuTPU)RU\TPU\network\3526
_tJournal of Physics: Conference Series
463 0 _0(RuTPU)RU\TPU\network\19875
_tVol. 803 : Information Technologies in Business and Industry (ITBI2016)
_oInternational Conference, 21–26 September 2016, Tomsk, Russian Federation
_o[proceedings]
_fNational Research Tomsk Polytechnic University (TPU) ; eds. N. V. Martyushev ; V. S. Avramchuk ; V. A. Faerman
_v[012129, 8 p.]
_d2017
610 1 _aэлектронный ресурс
610 1 _aтруды учёных ТПУ
610 1 _aфильтрация
610 1 _aстохастические системы
610 1 _aнепрерывные наблюдения
610 1 _aпамять
610 1 _aмножественность
610 1 _aшумы
610 1 _aфильтры
701 1 _aRozhkova
_bO. V.
_cmathematician
_cAssociate Professor of Tomsk Polytechnic University, Candidate of physical and mathematical sciences
_f1966-
_gOlga Vladimirovna
_2stltpush
_3(RuTPU)RU\TPU\pers\34773
701 1 _aDemin
_bN. S.
701 1 _aLi
_bJ.
701 1 _aMoldovanova
_bE. A.
_cmathematician
_cSenior Lecturer of Tomsk Polytechnic University
_f1968-
_gEvgeniya Aleksandrovna
_2stltpush
_3(RuTPU)RU\TPU\pers\33417
701 1 _aNatalinova
_bN. M.
_cspecialist in the field of Informatics and computer engineering
_cAssociate Professor of Tomsk Polytechnic University, candidate of technical sciences
_f1982-
_gNataliya Mikhailovna
_2stltpush
_3(RuTPU)RU\TPU\pers\33817
701 1 _aGenkel
_bV. A.
712 0 2 _aНациональный исследовательский Томский политехнический университет (ТПУ)
_bФизико-технический институт (ФТИ)
_bКафедра высшей математики и математической физики (ВММФ)
_h139
_2stltpush
_3(RuTPU)RU\TPU\col\18727
712 0 2 _aНациональный исследовательский Томский политехнический университет (ТПУ)
_bИнститут кибернетики (ИК)
_2stltpush
_3(RuTPU)RU\TPU\col\18397
801 2 _aRU
_b63413507
_c20170428
_gRCR
856 4 _uhttp://dx.doi.org/10.1088/1742-6596/803/1/012129
856 4 _uhttp://earchive.tpu.ru/handle/11683/38182
942 _cCF