Vector polynomial algorithm of optimum extrapolation of random process

Authors

  • И.П. Атаманюк Кафедра высшей и прикладной математики Николаевский государственный аграрный университет, Ukraine

DOI:

https://doi.org/10.15587/1729-4061.2010.2647

Keywords:

random process, canonical decomposition, extrapolation

Abstract

It is received optimum polynomial decision of a problem of the forecast of vector random process. The extrapolation algorithm is based on the device of canonical decomposition of random processes.

Author Biography

И.П. Атаманюк, Кафедра высшей и прикладной математики Николаевский государственный аграрный университет

Кандидат технических наук, доцент

References

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  2. Пугачев В.С. Теория случайных функций и ее применение.-М.:Физматгиз,1962.-720с.
  3. Атаманюк І.П. Лінійний канонічний розклад векторного випадкового процесу с повним урахуванням взаємокореляційних зв’язків для кожної складової. //Вісник ЖІТІ. - 1998. - №8 .- С. 119-121. Технічні науки.
  4. Атаманюк І.П. Алгоритм оптимальної лінійної екстраполяції реалізації зашумованого векторного випадкового процесу з повним урахуванням взаємокореляційних зв’язків для кожної складової. //Реєстрація, зберігання та обробка даних. - 2000. - №4 (Т2), - С. 12-17.
  5. Векторное полиноминальное каноническое разложение случайного процесса. //Техническая диагностика и неразрушающий контроль. - 2003. - №1. С. 40-43.
  6. Атаманюк И.П. Полиномиальный алгоритм оптимальной экстраполяции параметров стохастических систем. //Управляющие системы и машины. - 2002. - №1. - С. 16-19.

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Published

2010-04-06

How to Cite

Атаманюк, И. (2010). Vector polynomial algorithm of optimum extrapolation of random process. Eastern-European Journal of Enterprise Technologies, 2(4(44), 17–19. https://doi.org/10.15587/1729-4061.2010.2647

Issue

Vol. 2 No. 4(44) (2010): Mathematics and cybernetics - fundamental and applied aspects

Section

Mathematics and Cybernetics - applied aspects

License

Copyright (c) 2014 И.П. Атаманюк

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