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...
Saved in:
| Main Author: | |
|---|---|
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1849249732331831296 |
|---|---|
| author | V. A. Golovkov |
| author_facet | V. A. Golovkov |
| author_sort | V. A. Golovkov |
| collection | DOAJ |
| description | 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 random processes differentiated finitely many with some correlation function at Wiener filtration are given. |
| format | Article |
| id | doaj-art-f073c2d184d441bc8b74a07de572428b |
| institution | Kabale University |
| issn | 1993-8985 2658-4794 |
| language | Russian |
| publishDate | 2016-02-01 |
| publisher | Saint Petersburg Electrotechnical University "LETI" |
| record_format | Article |
| series | Известия высших учебных заведений России: Радиоэлектроника |
| spelling | doaj-art-f073c2d184d441bc8b74a07de572428b2025-08-20T03:57:30ZrusSaint Petersburg Electrotechnical University "LETI"Известия высших учебных заведений России: Радиоэлектроника1993-89852658-47942016-02-0101172176Models of Random Processes and Their Particular Application in the Optimum Linear Interpolation and ForecastingV. A. Golovkov0JSC "Science research Institute of opto-electronic instrumentation" (Sosnovy Bor t.)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 random processes differentiated finitely many with some correlation function at Wiener filtration are given.https://re.eltech.ru/jour/article/view/76random processdifferentiabilitywiener-hopf filterforecastinginterpolation |
| spellingShingle | V. A. Golovkov Models of Random Processes and Their Particular Application in the Optimum Linear Interpolation and Forecasting Известия высших учебных заведений России: Радиоэлектроника random process differentiability wiener-hopf filter forecasting interpolation |
| title | Models of Random Processes and Their Particular Application in the Optimum Linear Interpolation and Forecasting |
| title_full | Models of Random Processes and Their Particular Application in the Optimum Linear Interpolation and Forecasting |
| title_fullStr | Models of Random Processes and Their Particular Application in the Optimum Linear Interpolation and Forecasting |
| title_full_unstemmed | Models of Random Processes and Their Particular Application in the Optimum Linear Interpolation and Forecasting |
| title_short | Models of Random Processes and Their Particular Application in the Optimum Linear Interpolation and Forecasting |
| title_sort | models of random processes and their particular application in the optimum linear interpolation and forecasting |
| topic | random process differentiability wiener-hopf filter forecasting interpolation |
| url | https://re.eltech.ru/jour/article/view/76 |
| work_keys_str_mv | AT vagolovkov modelsofrandomprocessesandtheirparticularapplicationintheoptimumlinearinterpolationandforecasting |