An approximate solution to the simultaneous diagonalization of two covariance kernels: applications to second-order stochastic processes (Q4544713)

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scientific article; zbMATH DE number 1775972
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    An approximate solution to the simultaneous diagonalization of two covariance kernels: applications to second-order stochastic processes
    scientific article; zbMATH DE number 1775972

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      An approximate solution to the simultaneous diagonalization of two covariance kernels: applications to second-order stochastic processes (English)
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      4 August 2002
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      approximate simultaneous orthogonal expansions
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      stochastic processes
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      Rayleigh-Ritz eigenfunctions
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      Gaussian signal
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      signal detection
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