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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 3, Pages 419–431
(Mi tvp863)
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This article is cited in 8 scientific papers (total in 8 papers)
A general solution of a problem in linear prediction of stationary processes
V. M. Adamyan, D. Z. Arov Odessa
Abstract:
Let $\xi(t)$ and $\eta(t)$ be stationary in the wide sense processes, $\xi$ and $\eta$ being stationary connected. It is required to find the best linear prediction of a random variable $\xi(\tau)$, $\tau>0$, in terms of known values of $\xi(t)$ for $t\le0$ and $\eta(t)$ for $t\ge T$. In the paper a general solution of this problem is given.
Received: 26.12.1966
Citation:
V. M. Adamyan, D. Z. Arov, “A general solution of a problem in linear prediction of stationary processes”, Teor. Veroyatnost. i Primenen., 13:3 (1968), 419–431; Theory Probab. Appl., 13:3 (1968), 394–407
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https://www.mathnet.ru/eng/tvp863 https://www.mathnet.ru/eng/tvp/v13/i3/p419
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Abstract page: | 399 | Full-text PDF : | 173 | First page: | 4 |
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