Method of four parameter optimal extrapolation of random nonstationary proccesses in noise media
В. О. Ігнатов, Олександр Володимирович Андреєв, В. І. Андреєв · Problems of Informatization and Management · 2013
A new method of non-stationary random chotyryparametrychnoyi extrapolation processes in the background noise, which allows to process the previous value of the observed and some a priori information about the process, allowing the fifth extrapolated value of non-stationary random process