Assessment of Information predictability of stochastic processes

The necessary theoretical information for parameter estimation algorithms informational predictability of stochastic processes. We consider examples of algorithms for estimating the predictability of information for the processes described by the optimal difference schemes, equivalent prognostic mod...

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Бібліографічні деталі
Автор: A. V. Ausiannikau
Формат: Стаття
Мова:Russian
Опубліковано: Educational institution «Belarusian State University of Informatics and Radioelectronics» 2019-06-01
Серія:Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki
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Онлайн доступ:https://doklady.bsuir.by/jour/article/view/408
Опис
Резюме:The necessary theoretical information for parameter estimation algorithms informational predictability of stochastic processes. We consider examples of algorithms for estimating the predictability of information for the processes described by the optimal difference schemes, equivalent prognostic models in the form of stochastic differential equations.
ISSN:1729-7648