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On error-free filtering of finite-state singular processes under dependent distortions

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Abstract

We consider the problem of finding some sufficient conditions under which causal error-free filtering for a singular stationary stochastic process X = {X n} with a finite number of states from noisy observations is possible. For a rather general model of observations where the observable stationary process is absolutely regular with respect to the estimated process X, it is proved (using an information-theoretic approach) that under a natural additional condition, the causal error-free (with probability one) filtering is possible.

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Authors and Affiliations

  1. Kharkevich Institute for Information Transmission Problems, RAS, Moscow, Russia

    V. V. Prelov

  2. Katholieke Universiteit Leuven, Belgium

    E. C. van der Meulen

Authors
  1. V. V. Prelov
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  2. E. C. van der Meulen
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Correspondence to V. V. Prelov.

Additional information

Original Russian Text © V.V. Prelov, E.C. van der Meulen, 2007, published in Problemy Peredachi Informatsii, 2007, Vol. 43, No. 4, pp. 3–12.

Supported in part by the Russian Foundation for Basic Research, project no. 06-01-00226, and the Research Fund K. U. Leuven, project GOA/98/06.

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Prelov, V.V., van der Meulen, E.C. On error-free filtering of finite-state singular processes under dependent distortions. Probl Inf Transm 43, 271–279 (2007). https://doi.org/10.1134/S0032946007040011

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  • DOI: https://doi.org/10.1134/S0032946007040011

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