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Problemy Peredachi Informatsii, 1981, Volume 17, Issue 4, Pages 73–83
(Mi ppi1420)
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Methods of Signal Processing
On Predictions under Conditions of Uncertainty
A. S. Nemirovskii
Abstract:
A method is created for predicting the trajectory of a difference equation with constant coefficients that is observed under noisy conditions; the method does not require a priori knowledge of the coefficients of the equation. It is shown that the method realizes optimal behavior (in terms of the nature of the dependence on the observation time) of the standard prediction error.
Received: 01.10.1980
Citation:
A. S. Nemirovskii, “On Predictions under Conditions of Uncertainty”, Probl. Peredachi Inf., 17:4 (1981), 73–83; Problems Inform. Transmission, 17:4 (1981), 268–275
Linking options:
https://www.mathnet.ru/eng/ppi1420 https://www.mathnet.ru/eng/ppi/v17/i4/p73
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Abstract page: | 251 | Full-text PDF : | 111 |
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