A Method of Functional Estimation for St
โ
K.L. Vaninsky
๐
Article
๐
1993
๐
Elsevier Science
๐
English
โ 384 KB
The problem of predicting the value of a linear function of future values of a stationary process when its past and present are known is considered. The estimator of a studied function is constructed which is expressed-through the set of canonical variables. r 1993 Academic Press. Inc.