Generalized adaptive sliding extrapolation on the set of continuous and discrete time observations with the fixed memory

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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 languageEnglish
Title of host publication5th Korea-Russia International Symposium on Science and Technology - Proceedings: KORUS 2001
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages232-234
Number of pages3
Volume2
ISBN (Print)0780370082, 9780780370081
DOIs
Publication statusPublished - 2001
Event5th Korea-Russia International Symposium on Science and Technology, KORUS 2001 - Tomsk, Russian Federation
Duration: 26 Jun 20013 Jul 2001

Other

Other5th Korea-Russia International Symposium on Science and Technology, KORUS 2001
CountryRussian Federation
CityTomsk
Period26.6.013.7.01

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

Fingerprint Dive into the research topics of 'Generalized adaptive sliding extrapolation on the set of continuous and discrete time observations with the fixed memory'. Together they form a unique fingerprint.

  • Cite this

    Dyomin, N. S., Rozhkova, S. V., & Rozhkova, O. V. (2001). Generalized adaptive sliding extrapolation on the set of continuous and discrete time observations with the fixed memory. In 5th Korea-Russia International Symposium on Science and Technology - Proceedings: KORUS 2001 (Vol. 2, pp. 232-234). [975238] Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/KORUS.2001.975238