Continuously discrete estimation of stochastic processes for observations with memory under anomalous noise: Synthesis; Journal of Computer and Systems Sciences International; Vol. 39, Iss. 3

التفاصيل البيبلوغرافية
Parent link:Journal of Computer and Systems Sciences International.— , 2000
Vol. 39, Iss. 3.— 2000.— P. 335-346
المؤلف الرئيسي: Dyomin N. S. Nikolas S.
مؤلف مشترك: Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики (ВМ)
مؤلفون آخرون: Rozhkova S. V. Svetlana Vladimirovna
الملخص: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
اللغة:الروسية
منشور في: 2000
الموضوعات:
التنسيق: فصل الكتاب
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=601970