@article{MAKHILLIJSSCEA201710428807,
    title = {Non-Recursive Prediction of Random Processes},
    journal = {International Journal of System Signal Control and Engineering Application},
    volume = {10},
    number = {4},
    pages = {117-120},
    year = {2017},
    issn = {1997-5422},
    doi = {ijssceapp.2017.117.120},
    url = {https://makhillpublications.co/view-article.php?issn=1997-5422&doi=ijssceapp.2017.117.120},
    author = {Vladimir},
    keywords = {stochastic process,prediction,correlation function,prediction evaluation variance,sample efficiency},
    abstract = {The study suggests analytical expressions for
algorithms of optimal linear prediction of a random
process relyingon a sample of the process values and
values of its derivatives at a previous instant of time.
I also investigate relative efficiency of such algorithms
in comparison to transversal algorithms, exemplified by
a stochastic process with a finite correlation function.}
    }