Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors (Q464892)
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English | Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors |
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Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors (English)
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30 October 2014
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stochastic process
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optimal extrapolation algorithm
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Wiener filter-extrapolator
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