Models of Random Processes and Their Particular Application in the Optimum Linear Interpolation and Forecasting

Models of correlation functions of random processes are considered. Numerical methods show that efficiency of the optimum linear interpolation and forecasting is defined by higher derivative of random processes. The results of numerical calculations of the interpolation and forecasting efficiency of...

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Bibliographic Details
Main Author: V. A. Golovkov
Format: Article
Language:Russian
Published: Saint Petersburg Electrotechnical University "LETI" 2016-02-01
Series:Известия высших учебных заведений России: Радиоэлектроника
Subjects:
Online Access:https://re.eltech.ru/jour/article/view/76
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