Predictable processes and Wold's decomposition: A review

DOI10.1109/TASSP.1985.1164637MaRDI QIDQ3030076zbMATH OpenFDO

Authors Athanasios Papoulis

Publication date 1985

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TASSP.1985.1164637

zbMATH Keywords

band-limitednessmean-square estimationpredictabilitysimple proof of Wold's decomposition

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cited in

(4)

• PREDICTABILITY OF MULTIPLICATIVE PROCESSES: A PRELIMINARY STUDY
• Causal information approach to partial conditioning in multivariate data sets
• Active control effectiveness and synchronization of wall turbulence under localized imposed unsteadiness
• Sequential reconstruction of driving-forces from nonlinear nonstationary dynamics

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