Title :
Generalized moving extrapolation of stochastic systems in the case of continuous and discrete time channels of observations with the fixed memory
Author :
Dyomin, N.S. ; Rozhkova
Author_Institution :
Tomsk State Univ., Russia
Abstract :
This paper considers the problem of state vector moving extrapolation of a continuous time stochastic system simultaneously in an arbitrary number of future time moments on realization processes in the case of both continuous and discrete time channels. It is found that the solution depends on both the current values and the former values of the state vector
Keywords :
Gaussian distribution; extrapolation; memoryless systems; state estimation; stochastic systems; Gaussian distribution; continuous time channels; continuous time stochastic system; discrete time channels; fixed memory; state vector moving extrapolation; Computer aided software engineering; Equations; Extrapolation; Gaussian distribution; Gaussian processes; State estimation; Stochastic systems;
Conference_Titel :
Electronic Instrument Engineering Proceedings, 1998. APEIE-98. Volume 1. 4th International Conference on Actual Problems of
Conference_Location :
Novosibirsk
Print_ISBN :
0-7803-4938-5
DOI :
10.1109/APEIE.1998.768985
