Extrapolation of Conditionally-gaussian Processes from the Observations of Jump-type Processes.
Publication
, Journal Article
Khametov, VM; Yashin, AI
Published in: Izvestia vyssih ucebnyh zavedenij. Priborostroenie
July 1, 1982
Two types of extrapolation are considered: the direct and inverse. Mesh equations are obtained for the first and second conditional moments assuming the observability of a multivariable process with gaussian compensators and the non-observability of a continuous gaussian Markov process.
Duke Scholars
Published In
Izvestia vyssih ucebnyh zavedenij. Priborostroenie
ISSN
0021-3454
Publication Date
July 1, 1982
Volume
25
Issue
7
Start / End Page
6 / 10
Citation
APA
Chicago
ICMJE
MLA
NLM
Khametov, V. M., & Yashin, A. I. (1982). Extrapolation of Conditionally-gaussian Processes from the Observations of Jump-type Processes. Izvestia Vyssih Ucebnyh Zavedenij. Priborostroenie, 25(7), 6–10.
Khametov, V. M., and A. I. Yashin. “Extrapolation of Conditionally-gaussian Processes from the Observations of Jump-type Processes.” Izvestia Vyssih Ucebnyh Zavedenij. Priborostroenie 25, no. 7 (July 1, 1982): 6–10.
Khametov VM, Yashin AI. Extrapolation of Conditionally-gaussian Processes from the Observations of Jump-type Processes. Izvestia vyssih ucebnyh zavedenij Priborostroenie. 1982 Jul 1;25(7):6–10.
Khametov, V. M., and A. I. Yashin. “Extrapolation of Conditionally-gaussian Processes from the Observations of Jump-type Processes.” Izvestia Vyssih Ucebnyh Zavedenij. Priborostroenie, vol. 25, no. 7, July 1982, pp. 6–10.
Khametov VM, Yashin AI. Extrapolation of Conditionally-gaussian Processes from the Observations of Jump-type Processes. Izvestia vyssih ucebnyh zavedenij Priborostroenie. 1982 Jul 1;25(7):6–10.
Published In
Izvestia vyssih ucebnyh zavedenij. Priborostroenie
ISSN
0021-3454
Publication Date
July 1, 1982
Volume
25
Issue
7
Start / End Page
6 / 10