A linear filtering problem in complete correlated actions

DOI10.1016/0047-259X(79)90061-7zbMath0446.60023OpenAlexW2029281760MaRDI QIDQ1145939

Ion Suciu, Ilie Valuşescu

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(79)90061-7

zbMATH Keywords

extrapolation theoryestimator given by the prior statisticsexact intertwining dilationsmultivariate filtering theory

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Filtering in stochastic control theory (93E11) Inference from stochastic processes and spectral analysis (62M15) Signal detection and filtering (aspects of stochastic processes) (60G35) Dilations, extensions, compressions of linear operators (47A20) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (4)

Stochastic mappings and random distribution fields. II: Stationarity ⋮ On a Hilbert module over an operator algebra and its application to harmonic analysis ⋮ Stochastic mappings and random distribution fields. III: Module propagators and uniformly bounded linear stationarity. ⋮ Stochastic mappings and random distribution fields: a correlation approach

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