Generalized moving extrapolation of stochastic systems in the case of continuous and discrete time channels of observations with the fixed memory

N. S. Dyomin, S. V. Rozhkova

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

Abstract

This paper considers the problem of state vector moving extrapolation of a continuous time stochastic system simultaneously in an arbitrary number of future time moments on realization processes in the case of both continuous and discrete time channels. It is found that the solution depends on both the current values and the former values of the state vector.

Original languageEnglish
Title of host publication1998 4th International Conference on Actual Problems of Electronic Instrument Engineering, APEIE 1998 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages353-357
Number of pages5
ISBN (Electronic)0780349385, 9780780349384
DOIs
Publication statusPublished - 1998
Event1998 4th International Conference on Actual Problems of Electronic Instrument Engineering, APEIE 1998 - Novosibirsk, Russian Federation
Duration: 23 Sep 199826 Sep 1998

Publication series

Name1998 4th International Conference on Actual Problems of Electronic Instrument Engineering, APEIE 1998 - Proceedings
Volume1998-September

Conference

Conference1998 4th International Conference on Actual Problems of Electronic Instrument Engineering, APEIE 1998
CountryRussian Federation
CityNovosibirsk
Period23.9.9826.9.98

ASJC Scopus subject areas

  • Instrumentation
  • Electrical and Electronic Engineering
  • Atomic and Molecular Physics, and Optics
  • Computer Networks and Communications
  • Modelling and Simulation
  • Biomedical Engineering

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