Generalized adaptive sliding extrapolation on the set of continuous and discrete time observations with the fixed memory

This paper considers the problem of values of generalized adaptive sliding extrapolation of continuous stochastic processes with continuous time simultaneously in an arbitrary number of future time moments on realization processes with continuous and discrete time, which depends not only on the curr...

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Hauptverfasser: Dyomin, N.S., Rozhkova, S.V., Rozhkova, O.V.
Format: Tagungsbericht
Sprache:eng
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Zusammenfassung:This paper considers the problem of values of generalized adaptive sliding extrapolation of continuous stochastic processes with continuous time simultaneously in an arbitrary number of future time moments on realization processes with continuous and discrete time, which depends not only on the current values, but also on the former values of the unobservable process.
DOI:10.1109/KORUS.2001.975238