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  5. Optimal filtration and forecasting of economic and production processes in real time

Optimal filtration and forecasting of economic and production processes in real time

N.E. Khomyakova
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The task of a filtration and forecasting non-steady sequences consisting from polynomial and autoregression components which are observed in sum with discrete white noise. The mathematical statement of the task is formulated, the main formulas for Kalman’s filter algorithm is given. The synthesized algorithm is used for processing of the plant’s balance profit.