Title :
Generalized adaptive sliding extrapolation on the set of continuous and discrete time observations with the fixed memory
Author :
Dyomin, N.S. ; Rozhkova, S.V. ; Rozhkova, O.V.
Author_Institution :
Dept. of Appl. Math. & Cybern., Tomsk State Univ., Russia
fDate :
26 Jun-3 Jul 2001
Abstract :
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
Keywords :
continuous time systems; discrete time systems; extrapolation; information theory; stochastic processes; continuous stochastic processes; continuous time process; continuous/discrete time observation set; current process values; fixed memory; former process values; future time moments; generalized adaptive sliding extrapolation; realization processes; unobservable process; Cybernetics; Density functional theory; Equations; Extrapolation; Gaussian distribution; Mathematics; Niobium; Stochastic processes;
Conference_Titel :
Science and Technology, 2001. KORUS '01. Proceedings. The Fifth Russian-Korean International Symposium on
Conference_Location :
Tomsk
Print_ISBN :
0-7803-7008-2
DOI :
10.1109/KORUS.2001.975238
