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 |
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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 |
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Country | Russian Federation |
City | Tomsk |
Period | 26.6.01 → 3.7.01 |
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