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EFFICIENT SOLUTION OF THE INTERPOLATION PROBLEM ON THE BASIS OF OBSERVATIONS OF JUMP PROCESSES.

Publication ,  Journal Article
Khametov, VM; Yashin, AI
Published in: Problems of information transmission
January 1, 1983

The authors investigate the problem of interpolating a process with piecewise-continuous trajectories on the basis of observations of a multivariate point process. Equations are derived for the estimates and errors of direct and inverse interpolation in the case of a conditionally Gaussian observation scheme.

Duke Scholars

Published In

Problems of information transmission

ISSN

0032-9460

Publication Date

January 1, 1983

Volume

19

Issue

2

Start / End Page

119 / 131

Related Subject Headings

  • Computation Theory & Mathematics
  • 1005 Communications Technologies
  • 0805 Distributed Computing
  • 0802 Computation Theory and Mathematics
 

Citation

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Khametov, V. M., & Yashin, A. I. (1983). EFFICIENT SOLUTION OF THE INTERPOLATION PROBLEM ON THE BASIS OF OBSERVATIONS OF JUMP PROCESSES. Problems of Information Transmission, 19(2), 119–131.
Khametov, V. M., and A. I. Yashin. “EFFICIENT SOLUTION OF THE INTERPOLATION PROBLEM ON THE BASIS OF OBSERVATIONS OF JUMP PROCESSES.Problems of Information Transmission 19, no. 2 (January 1, 1983): 119–31.
Khametov VM, Yashin AI. EFFICIENT SOLUTION OF THE INTERPOLATION PROBLEM ON THE BASIS OF OBSERVATIONS OF JUMP PROCESSES. Problems of information transmission. 1983 Jan 1;19(2):119–31.
Khametov, V. M., and A. I. Yashin. “EFFICIENT SOLUTION OF THE INTERPOLATION PROBLEM ON THE BASIS OF OBSERVATIONS OF JUMP PROCESSES.Problems of Information Transmission, vol. 19, no. 2, Jan. 1983, pp. 119–31.
Khametov VM, Yashin AI. EFFICIENT SOLUTION OF THE INTERPOLATION PROBLEM ON THE BASIS OF OBSERVATIONS OF JUMP PROCESSES. Problems of information transmission. 1983 Jan 1;19(2):119–131.
Journal cover image

Published In

Problems of information transmission

ISSN

0032-9460

Publication Date

January 1, 1983

Volume

19

Issue

2

Start / End Page

119 / 131

Related Subject Headings

  • Computation Theory & Mathematics
  • 1005 Communications Technologies
  • 0805 Distributed Computing
  • 0802 Computation Theory and Mathematics