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
| Parent link: | Journal of Computer and Systems Sciences International.— , 2000 Vol. 39, Iss. 3.— 2000.— P. 335-346 |
|---|---|
| Main Author: | Dyomin N. S. Nikolas S. |
| Corporate Author: | Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики (ВМ) |
| Other Authors: | Rozhkova S. V. Svetlana Vladimirovna |
| 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
|
| Subjects: | |
| Format: | Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=601970 |
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