Abstract
This paper considers problem of values generalized adaptive sliding extrapolation of continuous stochastic processes with continuous time simultaneously in arbitrary number of the future time moments on the realization processes with continuous and discrete time, which depends not only on the current values, but also on the former values of unobservable process.
| Original language | English |
|---|---|
| Title of host publication | 5th Korea-Russia International Symposium on Science and Technology - Proceedings: KORUS 2001 |
| Publisher | Institute of Electrical and Electronics Engineers Inc. |
| Pages | 232-234 |
| Number of pages | 3 |
| Volume | 2 |
| ISBN (Print) | 0780370082, 9780780370081 |
| DOIs | |
| Publication status | Published - 2001 |
| Event | 5th Korea-Russia International Symposium on Science and Technology, KORUS 2001 - Tomsk, Russian Federation Duration: 26 Jun 2001 → 3 Jul 2001 |
Other
| Other | 5th Korea-Russia International Symposium on Science and Technology, KORUS 2001 |
|---|---|
| Country | Russian Federation |
| City | Tomsk |
| Period | 26.6.01 → 3.7.01 |
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Keywords
- Continuous-discrete observations
- Extrapolation
- Memory
- Optimal estimation
- Stochastic processes
ASJC Scopus subject areas
- Clinical Biochemistry
- Computer Networks and Communications
- Biotechnology
- Civil and Structural Engineering
- Mechanics of Materials
- Electronic, Optical and Magnetic Materials
- Materials Chemistry
- Surfaces, Coatings and Films
Cite this
Generalized adaptive sliding extrapolation on the set of continuous and discrete time observations with the fixed memory. / Dyomin, N. S.; Rozhkova, S. V.; Rozhkova, O. V.
5th Korea-Russia International Symposium on Science and Technology - Proceedings: KORUS 2001. Vol. 2 Institute of Electrical and Electronics Engineers Inc., 2001. p. 232-234 975238.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
}
TY - GEN
T1 - Generalized adaptive sliding extrapolation on the set of continuous and discrete time observations with the fixed memory
AU - Dyomin, N. S.
AU - Rozhkova, S. V.
AU - Rozhkova, O. V.
PY - 2001
Y1 - 2001
N2 - This paper considers problem of values generalized adaptive sliding extrapolation of continuous stochastic processes with continuous time simultaneously in arbitrary number of the future time moments on the realization processes with continuous and discrete time, which depends not only on the current values, but also on the former values of unobservable process.
AB - This paper considers problem of values generalized adaptive sliding extrapolation of continuous stochastic processes with continuous time simultaneously in arbitrary number of the future time moments on the realization processes with continuous and discrete time, which depends not only on the current values, but also on the former values of unobservable process.
KW - Continuous-discrete observations
KW - Extrapolation
KW - Memory
KW - Optimal estimation
KW - Stochastic processes
UR - http://www.scopus.com/inward/record.url?scp=84961833435&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84961833435&partnerID=8YFLogxK
U2 - 10.1109/KORUS.2001.975238
DO - 10.1109/KORUS.2001.975238
M3 - Conference contribution
SN - 0780370082
SN - 9780780370081
VL - 2
SP - 232
EP - 234
BT - 5th Korea-Russia International Symposium on Science and Technology - Proceedings: KORUS 2001
PB - Institute of Electrical and Electronics Engineers Inc.
ER -