THE METHODS OF EXTRAPOLATING A VECTOR RANDOM PROCESS BASED ON THE CANONICAL DECOMPOSITION USING THE METHOD OF INTEGRAL ASSESSMENTS FOR A CERTAIN INTERVAL WHEN DETERMINING OF RANDOM FACTORS

THE METHODS OF EXTRAPOLATING A VECTOR RANDOM PROCESS BASED ON THE CANONICAL DECOMPOSITION USING THE METHOD OF INTEGRAL ASSESSMENTS FOR A CERTAIN INTERVAL WHEN DETERMINING OF RANDOM FACTORS

The article offers method of extrapolation of vector stochastic process based on the canonical decomposition using the integral method at a certain interval when determining the random coefficients that allows you to quickly change the basic realization of the random process to improve the accuracy...

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Bibliographic Details
Main Author: Rustam K. Murasov
Format: Article
Language:English
Published: National Defence University of Ukraine named after Ivan Cherniakhovsky 2013-11-01
Series:Sučasnì Informacìjnì Tehnologìï u Sferì Bezpeki ta Oboroni
Subjects:
prediction vector random process
integral evaluation canonical schedule.
Online Access:http://sit.nuou.org.ua/article/view/38871

Internet

http://sit.nuou.org.ua/article/view/38871

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