Continuously discrete estimation of stochastic processes for observations with memory under anomalous noise: Synthesis
| Parent link: | Journal of Computer and Systems Sciences International.— , 2000 Vol. 39, Iss. 3.— 2000.— P. 335-346 |
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| Summary: | An mean square optimal unbiased filter-interpolator-extrapolator for continuous-time processes is synthesized on the basis of the set of realizations of continuous and discrete time processes. It is supposed that these processes depend not only on the current values of an unobserved process, but on an arbitrary number of its preceding values as well; the extrapolation is performed at an arbitrary number of future instants, and anomalous noise occurs in discrete observations. В фонде НТБ ТПУ отсутствует |
| Language: | Russian |
| Published: |
2000
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| Subjects: | |
| Format: | Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=601970 |
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| 200 | 1 | |a Continuously discrete estimation of stochastic processes for observations with memory under anomalous noise: Synthesis |f N. S. Dyomin, S. V. Rozhkova | |
| 330 | |a An mean square optimal unbiased filter-interpolator-extrapolator for continuous-time processes is synthesized on the basis of the set of realizations of continuous and discrete time processes. It is supposed that these processes depend not only on the current values of an unobserved process, but on an arbitrary number of its preceding values as well; the extrapolation is performed at an arbitrary number of future instants, and anomalous noise occurs in discrete observations. | ||
| 333 | |a В фонде НТБ ТПУ отсутствует | ||
| 461 | |t Journal of Computer and Systems Sciences International |d 2000 | ||
| 463 | |t Vol. 39, Iss. 3 |v P. 335-346 |d 2000 | ||
| 610 | 1 | |a труды учёных ТПУ | |
| 700 | 1 | |a Dyomin |b N. S. |g Nikolas S. | |
| 701 | 1 | |a Rozhkova |b S. V. |c mathematician |c Professor of Tomsk Polytechnic University, Doctor of Physical and Mathematical Sciences |f 1971- |g Svetlana Vladimirovna |3 (RuTPU)RU\TPU\pers\34139 |9 17679 | |
| 712 | 0 | 2 | |a Национальный исследовательский Томский политехнический университет (ТПУ) |b Физико-технический институт (ФТИ) |b Кафедра высшей математики (ВМ) |3 (RuTPU)RU\TPU\col\18728 |
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