A recursive method of optimal extrapolation of random non-stationary signals in background noise
О. В. Андресв, В. О. Ігнатов, І. А. Жуков, В. І. Андреєв · Problems of Informatization and Management · 2011
A new method for three-parameter extrapolation of random non-stationary processes in the background noise, which allows for the previous values of the observed process and some a priori information about the process, the fourth and further extrapolated values of the observed non-stationary process