49703

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Доклад

Название: 

Peculiarities of Stochastic Processes with Fractal Properties and Their Applications in Problems of Navigation Information Processing

Электронная публикация: 

Да

ISBN/ISSN: 

978-591995057-8

DOI: 

10.23919/ICINS.2018/8405867

Наименование конференции: 

  • 25th Saint Petersburg International Conference on Integrated Navigation Systems (ICINS-2018)

Наименование источника: 

  • Proceedings of the 25th Saint Petersburg International Conference on Integrated Navigation Systems (ICINS-2018)

Город: 

  • Saint Petersburg

Издательство: 

  • IEEE

Год издания: 

2018

Страницы: 

135-140
Аннотация
The model of random process with the memory in the form of fractional Brownian motion is offered. The estimation problem definition and its solution within Bayesian approach for processing the random processes with memory is given in relation to the navigation problems. The filtration peculiarities of the scalar process of fractional Brownian motion are shown by means of the optimum non-recurrent linear filter and the Kalman filter.

Библиографическая ссылка: 

Амосов О.С. Peculiarities of Stochastic Processes with Fractal Properties and Their Applications in Problems of Navigation Information Processing / Proceedings of the 25th Saint Petersburg International Conference on Integrated Navigation Systems (ICINS-2018). Saint Petersburg: IEEE, 2018. С. 135-140.

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