Estimation and prediction of difficult formalized processes of different physical nature

Natalya D. Pankratova, Tatyana V. Podladchikova

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Abstract

An approach to creation of the stochastic models with the unknown noise statistics based on the approximating determinate functions is proposed for the prediction of the process in the different difficult formalized problems of natural science. The effective prediction algorithms of the solar activity and the arterial pressure based on the identification of the noise statistics and adaptive filtration are given.

Original languageEnglish
Pages (from-to)23-35
Number of pages13
JournalJournal of Automation and Information Sciences
Volume40
Issue number11
DOIs
Publication statusPublished - 2008
Externally publishedYes

Keywords

  • Adaptive filtration
  • Determinate function
  • Noise statistics
  • Prediction algorithm
  • Stochastic model

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