Fractional transformation group induced by QR factorization and linear prediction problem (Q1100127): Difference between revisions

This paper introduces a fractional transformation group in terms of the unitary factor of the QR transformation, that acts on the space of linear predictors for nonstationary processes. Besides having the theoretical significance of possessing a group structure, these transformations can be used to generate new predictors from the old ones.

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Mathematics Subject Classification ID

93E11

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fractional transformation group

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QR transformation

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linear predictors

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reviewed by

Edwin Engin Yaz

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/0167-6911(88)90050-3

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OpenAlex ID

W2338856728

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cites work

A scaling theory for linear systems

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Q3315345

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Riccati group invariants of linear hamiltonian systems

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Q5565587

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Group Actions on Linear Predictors for Nonstationary Processes

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Q3826997

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A symmetry group for the matrix Riccati equation

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Q5674306

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Sitelinks

Mathematics(1 entry)

mardi Publication:1100127

@@ Property / reviewed by @@
+Edwin Engin Yaz
@@ Property / reviewed by: Edwin Engin Yaz / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0167-6911(88)90050-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2338856728
@@ Property / OpenAlex ID: W2338856728 / rank @@
+Normal rank
@@ Property / cites work @@
+A scaling theory for linear systems
@@ Property / cites work: A scaling theory for linear systems / rank @@
+Normal rank
@@ Property / cites work @@
+Q3315345
@@ Property / cites work: Q3315345 / rank @@
+Normal rank
@@ Property / cites work @@
+Riccati group invariants of linear hamiltonian systems
+Normal rank
@@ Property / cites work @@
+Q5565587
@@ Property / cites work: Q5565587 / rank @@
+Normal rank
@@ Property / cites work @@
+Group Actions on Linear Predictors for Nonstationary Processes
+Normal rank
@@ Property / cites work @@
+Q3826997
@@ Property / cites work: Q3826997 / rank @@
+Normal rank
@@ Property / cites work @@
+A symmetry group for the matrix Riccati equation
@@ Property / cites work: A symmetry group for the matrix Riccati equation / rank @@
+Normal rank
@@ Property / cites work @@
+Q5674306
@@ Property / cites work: Q5674306 / rank @@
+Normal rank