Continuously discrete estimation of stochastic processes for observations with memory under anomalous noise: Synthesis

N. S. Demin, S. V. Rozhkova

Результат исследований: Материалы для журналаСтатьярецензирование

4 Цитирования (Scopus)

Аннотация

An mean square optimal unbiased filter-interpolator-extrapolator for continuous-time processes is synthesized on the basis of the set of realizations of continuous and discrete time processes. It is supposed that these processes depend not only on the current values of an unobserved process, but on an arbitrary number of its preceding values as well; the extrapolation is performed at an arbitrary number of future instants, and anomalous noise occurs in discrete observations.

Язык оригиналаАнглийский
Страницы (с-по)335-346
Число страниц12
ЖурналJournal of Computer and Systems Sciences International
Том39
Номер выпуска3
СостояниеОпубликовано - 2000

ASJC Scopus subject areas

  • Artificial Intelligence
  • Computational Theory and Mathematics
  • Human-Computer Interaction
  • Control and Systems Engineering
  • Theoretical Computer Science

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