Journal
ИЗВЕСТИЯ ВЫСШИХ УЧЕБНЫХ ЗАВЕДЕНИЙ «ПРИБОРОСТРОЕНИЕ»
UDK519.2
Issue:1 (54)
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GAUSSIAN MARKOV SEQUENCES
Annotation
The accuracy matrix for Gaussian Markov sequence of k-th order is shown to be ( 2k +1)-diagonal. Non- Markov processes are approximated by Markov sequences with retained principle diagonals of accuracy matrix.
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