Nonlinear extrapolation algorithm for realization of a scalar random process

DOI10.1023/A:1015535914123zbMATH Open1030.60029OpenAlexW1721796162MaRDI QIDQ1407341FDOQ1407341

Authors: V. D. Kudritskij 

Publication date: 16 September 2003

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1015535914123

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zbMATH Keywords

construction of an extrapolation algorithmlinear and nonlinear extrapolation algorithmsPugachev canonical decompositionscalar random process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Probabilistic models, generic numerical methods in probability and statistics (65C20) Estimation and detection in stochastic control theory (93E10)

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