Research output: Contribution to journal › Article › peer-review
Two stationary and stationary connected random processes with the rational spectral densities are studied. The filtration (the forecasting) of the first, process in the Rosanov's sense is presented in the form of the integral containing observations over the second process. The filtration error is found. Both the continuous and the discrete time is studied. Some examples are given.
Original language | Russian |
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Pages (from-to) | 55-60 |
Number of pages | 6 |
Journal | Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya |
Issue number | 1 |
State | Published - 2004 |
ID: 15681296