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

  • I. P. Atamanyuk
Article
  • 35 Downloads

Abstract

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.

Keywords

stochastic process optimal extrapolation algorithm 

References

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Copyright information

© Springer Science+Business Media, Inc. 2011

Authors and Affiliations

  1. 1.Mykolayiv State Agrarian UniversityMykolayivUkraine

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