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

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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

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Random processes
Extrapolation
Data storage equipment

ASJC Scopus subject areas

  • Artificial Intelligence
  • Control and Systems Engineering

Cite this

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title = "Generalized sliding extrapolation of stochastic processes defined on a set of continuous and discrete observations with fixed memory",
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.",
author = "Demin, {N. S.} and Rozhkova, {S. V.} and Rozhkova, {O. V.}",
year = "1999",
language = "English",
volume = "33",
pages = "19--29",
journal = "Automatic Control and Computer Sciences",
issn = "0146-4116",
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T1 - Generalized sliding extrapolation of stochastic processes defined on a set of continuous and discrete observations with fixed memory

AU - Demin, N. S.

AU - Rozhkova, S. V.

AU - Rozhkova, O. V.

PY - 1999

Y1 - 1999

N2 - 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.

AB - 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.

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M3 - Article

VL - 33

SP - 19

EP - 29

JO - Automatic Control and Computer Sciences

JF - Automatic Control and Computer Sciences

SN - 0146-4116

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