Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 335-346 |
| Number of pages | 12 |
| Journal | Journal of Computer and Systems Sciences International |
| Volume | 39 |
| Issue number | 3 |
| Publication status | Published - 2000 |
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ASJC Scopus subject areas
- Artificial Intelligence
- Computational Theory and Mathematics
- Human-Computer Interaction
- Control and Systems Engineering
- Theoretical Computer Science
Cite this
Continuously discrete estimation of stochastic processes for observations with memory under anomalous noise : Synthesis. / Demin, N. S.; Rozhkova, S. V.
In: Journal of Computer and Systems Sciences International, Vol. 39, No. 3, 2000, p. 335-346.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Continuously discrete estimation of stochastic processes for observations with memory under anomalous noise
T2 - Synthesis
AU - Demin, N. S.
AU - Rozhkova, S. V.
PY - 2000
Y1 - 2000
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=29144441870&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=29144441870&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:29144441870
VL - 39
SP - 335
EP - 346
JO - Journal of Computer and Systems Sciences International
JF - Journal of Computer and Systems Sciences International
SN - 1064-2307
IS - 3
ER -