Estimation of Stochastic Processes with Missing Observations

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We propose results of the investigation of the problem of mean square optimal estimation of linear functionals constructed from unobserved values of stationary stochastic processes. Estimates are based on observations of the processes with additive stationary noise process. The aim of the book is to develop methods for finding the optimal estimates of the functionals in the case where some observa...
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We propose results of the investigation of the problem of mean square optimal estimation of linear functionals constructed from unobserved values of stationary stochastic processes. Estimates are based on observations of the processes with additive stationary noise process. The aim of the book is to develop methods for finding the optimal estimates of the functionals in the case where some observa...
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  • Formats: pdf
  • ISBN: 9781536158915
  • Publication Date: 3 Jul 2019
  • Publisher: Nova Science Publishers, Inc.
  • Product language: English
  • Drm Setting: DRM