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Avtomatika i Telemekhanika, 1981, Issue 7, Pages 74–83 (Mi at5852)  
Stochastic Systems

Continuous discrete sliding extrapolation of markov processes

N. S. Demin

Tomsk
Full-text PDF (1609 kB)
Abstract: The paper is concerned with extrapolation (prediction) with a constant interval for some components of a multidimensional diffusional Markov process from observation of another group of components and of a discrete-time random process. For one particular case an expression is found for the current amount of data.

Received: 21.07.1980
Bibliographic databases:
Document Type: Article
UDC: 519.217
Language: Russian
Citation: N. S. Demin, “Continuous discrete sliding extrapolation of markov processes”, Avtomat. i Telemekh., 1981, no. 7, 74–83; Autom. Remote Control, 42:7 (1981), 909–917
Citation in format AMSBIB
\Bibitem{Dem81}
\by N.~S.~Demin
\paper Continuous discrete sliding extrapolation of markov processes
\jour Avtomat. i Telemekh.
\yr 1981
\issue 7
\pages 74--83
\mathnet{http://mi.mathnet.ru/at5852}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=647353}
\zmath{https://zbmath.org/?q=an:0496.93051}
\transl
\jour Autom. Remote Control
\yr 1981
\vol 42
\issue 7
\pages 909--917
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