Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors.

Autor:	Atamanyuk, I. P.
Předmět:	STOCHASTIC processes RANDOM walks ERRORS PROBABILITY theory SYSTEM analysis
Zdroj:	Cybernetics & Systems Analysis; Mar2011, Vol. 47 Issue 2, p305-310, 6p
Abstrakt:	The apparatus of canonical expansions of stochastic processes is used to obtain an algorithm to determine the optimal parameters of a discrete polynomial Wiener filter-extrapolator for nonstationary stochastic processes with errors. [ABSTRACT FROM AUTHOR]
Databáze:	Complementary Index
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