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

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	https://doi.org/10.1109/KORUS.2001.975238
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

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

Access to Document

10.1109/KORUS.2001.975238

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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

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

Dyomin, NS, Rozhkova, SV & Rozhkova, OV 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, 975238, Institute of Electrical and Electronics Engineers Inc., pp. 232-234, 5th Korea-Russia International Symposium on Science and Technology, KORUS 2001, Tomsk, Russian Federation, 26.6.01. https://doi.org/10.1109/KORUS.2001.975238

Dyomin NS, Rozhkova SV , Rozhkova OV. 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. Institute of Electrical and Electronics Engineers Inc. 2001. p. 232-234. 975238 https://doi.org/10.1109/KORUS.2001.975238

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