INFORMATION PREDICTABILITY IN THE PROBLEM OF PARAMETER ESTIMATION ON THE BACKGROUND OF NON-STATIONARY PROCESSES

Abstract

The necessary theoretical information for algorithms estimating unknown parameters useful for background noise nonstationary stochastic processes is given. The relationship of information predictability stochastic process and evaluation is shown.

Keywords

• информационная прогнозируемость
• стохастический процесс
• алгоритм оценки