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

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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
Issue number4
Publication statusPublished - 1999


ASJC Scopus subject areas

  • Artificial Intelligence
  • Control and Systems Engineering

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