INFORMATICA International Journal Main Page Editorial Board Abstracting/Indexing Instructions to Authors Subscription Information Contents Author Index Papers in Production		INFORMATICA, 2001, Vol. 12, No. 2, 263-284 © Institute of Mathematics and Informatics, Vilnius, 1998 ISSN 0868-4952 Likelihood Ratio Determination for Stochastic Processes Recognition Problem with Respect to the Set of Continuous and Discrete Memory Observations Nikolas DYOMINa, Svetlana ROZHKOVAb, Olga ROZHKOVAb aDepartment of Applied Mathematics and Cybernetics, Tomsk State University 36 Lenin ave., Tomsk, Russia E-mail: svr@hm.tpu.ru bDepartment of Natural Sciences and Mathematics, Tomsk Politechnical University 30 Lenin ave., Tomsk, Russia E-mail: svr@hm.tpu.ru Abstract This paper considers the problem of likelihood ratio determination for recognition of the stochastic processes with continuous time on the set continuous and discrete time memory observations. The research of memory influence on the detection quality of anomalous noises in the discrete channel observation with applying the general obtained results is realized for the one particular problem. Keywords: likelihood ratio, recognition, a posteriori density function, a posteriori probalitity, filtering, estimation To preview Lithuanian abstract see full article text To preview full article text in PDF format click here You could obtain free Acrobat Reader from Adobe
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