International Journal of System Signal Control and Engineering Application
ISSN: OnlineISSN: Print 1997-5422
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.
How to cite this article:
Vladimir Alekseevich Golovkov. Non-Recursive Prediction of Random Processes.
DOI: https://doi.org/10.36478/ijssceapp.2017.117.120
URL: https://www.makhillpublications.co/view-article/1997-5422/ijssceapp.2017.117.120