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Cybernetics and Systems Analysis

, Volume 31, Issue 1, pp 85–91 | Cite as

Optimal linear extrapolation of realizations of a stochastic process with error filtering in correlated measurements

  • V. D. Kudritskii
  • I. P. Atamanyuk
  • E. N. Ivashchenko
Systems Analysis
  • 13 Downloads

Keywords

Operating System Artificial Intelligence Stochastic Process System Theory Correlate Measurement 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    A. G. Ivakhnenko, Elements of Inductive Theory of Fuzzy Classification and Prediction of Stochastic Processes and Random Events [in Russian], Preprint AN UkrSSR, Inst. Kibern. AN Ukr 91-32, Kiev (1991).Google Scholar
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    A. N. Kolmogorov, “Interpolation and extrapolation of stationary stochastic sequences,” Izv. Akad. Nauk SSSR, Math. Ser.,5 (1941).Google Scholar
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    N. Wiener, The Extrapolation, Interpolation and Smoothing of Stationary Time Series, MIT Technology Press, New York (1949).Google Scholar
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    R. E. Kalman and R. S. Bucy, “A new result in linear filtering and prediction theory,” Trans. ASME J. Basic. Eng. (1961).Google Scholar
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    Handbook of Applied Statistics [in Russian], Vol. 2, Finansy i Statistika, Moscow (1990).Google Scholar
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    B. V. Vasil'ev, Predicting Reliability and Efficiency of Radio-Electronic Devices [in Russian], Sovetskoe Radio, Moscow (1970).Google Scholar
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    V. D. Kudritskii, Prediction Monitoring of Radio-Electronic Devices [in Russian], Tekhnika, Kiev (1982).Google Scholar
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    V. S. Pugachev, Theory of Random Functions and Its Application to Automatic Control Problems [in Russian], Fizmatgiz, Moscow (1962).Google Scholar

Copyright information

© Plenum Publishing Corporation 1995

Authors and Affiliations

  • V. D. Kudritskii
  • I. P. Atamanyuk
  • E. N. Ivashchenko

There are no affiliations available

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