Polynomial interpolation and prediction of continuous-time processes from random samples

DOI10.1109/18.556139MaRDI QIDQ4340356zbMATH OpenOpenAlexFDO

Authors Elias Masry

Publication date 10 June 1997

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.556139

zbMATH Keywords

continuous-time second-order random processesLagrange polynomial estimatorsmean-square interpolationWiener-Hopf estimator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(6)

• Fractal interpolation functions for random data sets
• On the distributions of fractal functions that interpolate data points with Gaussian noise
• Recovery of randomly sampled signals by simple interpolators
• Autocovariance and increments of deviation of fractal interpolation functions for random datasets
• Statistical properties of linear fractal interpolation functions for random data sets
• Calculating the spectral factorization and outer functions by sampling-based approximations -- fundamental limitations

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