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Avtomatika i Telemekhanika, 1985, Issue 5, Pages 97–101 (Mi at6959)  
Stochastic Systems

The relation between optimal filtering and extrapolation for a class of stochastic systems

I. D. Siluyanova

Moscow
Full-text PDF (621 kB)
Abstract: For one class of stochastic systems the relationship is found between conditionally optimal filtering estimates and extrapolation so as to compute the extrapolator coefficients by conventional methods of analyzing dynamic systems subjected to random signals.

Received: 11.03.1984
Bibliographic databases:
Document Type: Article
UDC: 62-505, 621.391.272
Language: Russian
Citation: I. D. Siluyanova, “The relation between optimal filtering and extrapolation for a class of stochastic systems”, Avtomat. i Telemekh., 1985, no. 5, 97–101; Autom. Remote Control, 46 (1985), 625–628
Citation in format AMSBIB
\Bibitem{Sil85}
\by I.~D.~Siluyanova
\paper The relation between optimal filtering and extrapolation for a~class of stochastic systems
\jour Avtomat. i Telemekh.
\yr 1985
\issue 5
\pages 97--101
\mathnet{http://mi.mathnet.ru/at6959}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=809651}
\zmath{https://zbmath.org/?q=an:0583.93063}
\transl
\jour Autom. Remote Control
\yr 1985
\vol 46
\pages 625--628
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