The relation between the conditional optimal filtering and the extrapolations for a class of stochastic systems (Q1070208)
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scientific article; zbMATH DE number 3934908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The relation between the conditional optimal filtering and the extrapolations for a class of stochastic systems |
scientific article; zbMATH DE number 3934908 |
Statements
The relation between the conditional optimal filtering and the extrapolations for a class of stochastic systems (English)
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1985
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For a class of stochastic system a relation is established between conditionally optimal filtering and extrapolation estimates, allowing the coefficients of the extrapolators to be computed by known methods of the analysis of dynamical systems, subjected to random actions.
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conditionally optimal filtering
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extrapolation estimates
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