On a role of predictor in the filtering stability.
On adaptive control of Markov processes
On generalized linear discrete inversion filters
On least squares estimation in continuous time linear stochastic systems
On linear inversion of moving averages, discrete equalizers and "whitening" filters, and the related difference equations and infinite systems of linear equations
On logic transformations of the binary stochastic process
On spectral bandwidth of a stationary random process
The irregularity coefficient is one of the numerical characteristics of the spectral bandwith of a stationary random process. Its basic properties are investigated and the application to the dichotomic classification of a process into narrow-band and wide-band ones is given. Further, its behaviour is analyzed for sufficiently wide classes of stationary processes whose spectral densities frequently appear both in theory and applications.
On the asymptotic variance in the central limit theorem for particle filters
Particle filter algorithms approximate a sequence of distributions by a sequence of empirical measures generated by a population of simulated particles. In the context of Hidden Markov Models (HMM), they provide approximations of the distribution of optimal filters associated to these models. For a given set of observations, the behaviour of particle filters, as the number of particles tends to infinity, is asymptotically Gaussian, and the asymptotic variance in the central limit theorem depends...
On the asymptotic variance in the central limit theorem for particle filters
Particle filter algorithms approximate a sequence of distributions by a sequence of empirical measures generated by a population of simulated particles. In the context of Hidden Markov Models (HMM), they provide approximations of the distribution of optimal filters associated to these models. For a given set of observations, the behaviour of particle filters, as the number of particles tends to infinity, is asymptotically Gaussian, and the asymptotic variance in the central limit theorem depends...
On the detection of a complex finite binary sequence in the presence of an interfering complex binary sequence
On the detection of a finite binary sequence in the presence of an interfering binary sequence
On the “Dicke-Fix” detection of finite binary phase keyed sequences
On the equivalence of two methods for interpolation
On the group pulse processes. I. Classification
On the group pulse processes. II. Power spectrum of the processes with independent points
On the group pulse processes. III. Power spectrum of the processes with independent intervals
On the innovations conjecture of nonlinear filtering with dependent data.
On the measurement of the activity of a radioactive source and a related stochastic process.
A method is presented to compute the activity of a radioactive source. The principle of the method is based on the tuning of b, the time constant of the RC circuit of the detector with l being the rate of emission of the source, using a statistical argument.The stochastical process involved refers to the distribution of the following random voltage:Vt = ∑(0 < ti ≤ t) Yi c-b(t - ti)where the ti are Poisson dates of emission and the Yi are random or deterministic pulse heights. The case of...
On the set of optimal controls for Markov chains with rewards
On the stability of interacting processes with applications to filtering and genetic algorithms