DETECTION OF THE STOCHASTIC PROCESS DISCORD BASED ON THE PRINCIPLE OF MINIMUM INFORMATIVE DIVERGENCE
D.Yu.Akatiev and V.V.Savchenko
Nizhni Novgorod
Pages: 61-66
Abstract
The problem of detecting the discord in a sampling of the stochastic Gaussian process based on the observations with the use of the principle of minimum informative divergent distributions in the Kullback-Leibler metric is posed and solved.
