Causal Data Interpolation in Hilbert Space

DOI10.1093/IMAMCI/6.4.361MaRDI QIDQ3475173zbMATH OpenOpenAlexFDO

Authors Niels Juul Munch

Publication date 1989

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/6.4.361

zbMATH Keywords

Hilbert-Schmidt operatorsinterpolating vectorssample paths of stochastic processes

Mathematics Subject Classification ID

Abstract interpolation of topological vector spaces (46M35) System identification (93B30) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

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Cited in

(3)

• Commutant lifting and interpolation: The time-varying case
• Causal Discovery via Reproducing Kernel Hilbert Space Embeddings
• Compact causal data interpolation

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