Filtering Problem for Random Processes with Stationary Increments

Contemporary Mathematics and Statistics ◽

10.7726/cms.2015.1002 ◽

2015 ◽

Author(s):

Maksym Luz ◽

Mikhail Moklyachuk

Keyword(s):

Random Processes ◽

Stationary Increments ◽

Filtering Problem

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Spectral contributions of sections of power-law structure function of random processes with stationary increments. Part 1. The exponent is less than one

Оптика атмосферы и океана ◽

10.15372/aoo20181203 ◽

2018 ◽

Keyword(s):

Structure Function ◽

Power Law ◽

Random Processes ◽

Stationary Increments

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Random Processes with Stationary Increments and Composite Spectra

Izvestiya Atmospheric and Oceanic Physics ◽

10.1134/s0001433820030081 ◽

2020 ◽

Vol 56 (4) ◽

pp. 364-372

Author(s):

G. S. Golitsyn ◽

M. I. Fortus

Keyword(s):

Random Processes ◽

Stationary Increments ◽

Composite Spectra

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Minimax-robust filtering problem for stochastic sequences with stationary increments

Theory of Probability and Mathematical Statistics ◽

10.1090/s0094-9000-2015-00940-6 ◽

2015 ◽

Vol 89 ◽

pp. 127-142 ◽

Cited By ~ 2

Author(s):

M. M. Luz ◽

M. P. Moklyachuk

Keyword(s):

Robust Filtering ◽

Stationary Increments ◽

Filtering Problem

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Filtering problem for the non-stationary random processes with unknown correlation functions

2019 International Conference on Information and Telecommunication Technologies and Radio Electronics (UkrMiCo) ◽

10.1109/ukrmico47782.2019.9165341 ◽

2019 ◽

Author(s):

Oleksandr Nakonechnyi ◽

Petro Zinko ◽

Taras Zinko ◽

Iuliia Shevchuk

Keyword(s):

Correlation Functions ◽

Random Processes ◽

Stationary Random Processes ◽

Filtering Problem

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Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences

Statistics Optimization & Information Computing ◽

10.19139/soic.v2i3.56 ◽

2014 ◽

Vol 2 (3) ◽

Cited By ~ 1

Author(s):

Maksym Luz ◽

Mikhail Moklyachuk

Keyword(s):

Robust Filtering ◽

Stationary Increments ◽

Filtering Problem

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Minimax Interpolation Problem for Random Processes with Stationary Increments

Statistics Optimization & Information Computing ◽

10.19139/soic.v3i1.105 ◽

2015 ◽

Vol 3 (1) ◽

Author(s):

Maxim Luz ◽

Mikhail Moklyachuk

Keyword(s):

Interpolation Problem ◽

Random Processes ◽

Stationary Increments

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Minimax Interpolation Problem for Random Processes with Stationary Increments

Statistics Optimization & Information Computing ◽

10.19139/105 ◽

2015 ◽

Vol 3 (1) ◽

Cited By ~ 3

Author(s):

Maxim Luz ◽

Mikhail Moklyachuk

Keyword(s):

Interpolation Problem ◽

Random Processes ◽

Stationary Increments

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Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences

Statistics Optimization & Information Computing ◽

10.19139/56 ◽

2014 ◽

Vol 2 (3) ◽

Cited By ~ 6

Author(s):

Maksym Luz ◽

Mikhail Moklyachuk

Keyword(s):

Robust Filtering ◽

Stationary Increments ◽

Filtering Problem

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Spectral Contributions of Sections of Power-Law Structure Function of Random Processes with Stationary Increments: Part 2—The Exponent is Greater than Unity

Atmospheric and Oceanic Optics ◽

10.1134/s1024856019030060 ◽

2019 ◽

Vol 32 (3) ◽

pp. 242-247 ◽

Cited By ~ 1

Author(s):

V. A. Fedorov

Keyword(s):

Structure Function ◽

Power Law ◽

Random Processes ◽

Stationary Increments

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Spectral Contributions of Sections of the Power-Law Structure Function of Random Processes with Stationary Increments: Part 1—The Exponent is Less than Unity

Atmospheric and Oceanic Optics ◽

10.1134/s1024856019030059 ◽

2019 ◽

Vol 32 (3) ◽

pp. 235-241 ◽

Cited By ~ 1

Author(s):

V. A. Fedorov

Keyword(s):

Structure Function ◽

Power Law ◽

Random Processes ◽

Stationary Increments

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