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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

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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