Adaptive prediction of a class of stochastic processes

Authors

  • V. M. Azarskov National Aviation University
  • L. S. Zhiteckij National Aviation University
  • O. A. Sushchenko National Aviation University

DOI:

https://doi.org/10.18372/2073-4751.1.11413

Abstract

The problem of the asymptotically optimal prediction of some stochastic processes described by difference equations whose parameters are known is considered. To solve this problem, a simple adaptive estimation algorithm is proposed and analyzed. The asymptotical properties of this algorithm are established. The simulation results are given

References

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How to Cite

Azarskov, V. M., Zhiteckij, L. S., & Sushchenko, O. A. (2005). Adaptive prediction of a class of stochastic processes. Problems of Informatization and Control, 1(12), 12–17. https://doi.org/10.18372/2073-4751.1.11413

Issue

Vol. 1 No. 12 (2005)

Section

Статті

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