Annotation
Linear and nonlinear filtration methods are prepared. The method of conditional Markovian processes is used to find a procedure for nonlinear interpolation and extrapolation of a double Markovian signal. The results are compared with the analogous results for linear filters.
© 2016 Publisher M.V.Lomonosov Moscow State University
Authors
L.I. Mirkin and R.L. Stratonovich
Department of General Physics for the Division of Mechanics and Mathematics
Department of General Physics for the Division of Mechanics and Mathematics
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