TY  - JOUR
T1  - Non-Recursive Prediction of Random Processes
AU - Alekseevich Golovkov, Vladimir 
JO  - International Journal of System Signal Control and Engineering Application
VL  - 10
IS  - 4
SP  - 117
EP  - 120
PY  - 2017
DA  - 2001/08/19
SN  - 1997-5422
DO  - ijssceapp.2017.117.120
UR  - https://makhillpublications.co/view-article.php?doi=ijssceapp.2017.117.120
KW  - stochastic process
KW  -prediction
KW  -correlation function
KW  -prediction evaluation variance
KW  -sample efficiency
AB  - 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.
ER  -