Generalized sliding extrapolation of stochastic processes defined on a set of continuous and discrete observations with fixed memory

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4 Citations (Scopus)

Abstract

The present article considers the problem of sliding extrapolation of the values of continuous stochastic processes simultaneously at an arbitrary number of future moments of time with respect to a set of occurrences of processes with continuous and discrete time that depend both on the current as well as the past values of an unobservable process.

Original languageEnglish
Pages (from-to)19-29
Number of pages11
JournalAutomatic Control and Computer Sciences
Volume33
Issue number4
Publication statusPublished - 1999

ASJC Scopus subject areas

  • Artificial Intelligence
  • Control and Systems Engineering

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