Group Actions on Linear Predictors for Nonstationary Processes

DOI10.1093/IMAMCI/5.1.69MaRDI QIDQ3785693zbMATH OpenOpenAlexFDO

Authors Yoshimasa Nakamura

Publication date 1988

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/5.1.69

zbMATH Keywords

linear predictorsfractional transformationsBruhat decomposition of Lie groupgroup-theoretic structure of linear predictors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

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Cited in

(3)

• A New Approach to the Linear Prediction Problem for Infinite Stationary Processes in Terms of Riemann-Hilbert Transformation Theory
• Fractional transformation group induced by QR factorization and linear prediction problem
• Matrix differential equations: a continuous realization process for linear algebra problems

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