Vector Splines and the Estimation of Filter Functions

DOI10.2307/1267980zbMath0485.62110MaRDI QIDQ3945454

Edward J. Wegman

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/1267980

zbMATH Keywords

consistency; coherence; transfer function; smoothing spline; error criterion; multiplicative models; spectral density matrix; window estimates; sonar systems; estimation of vector-valued periodic functions

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

65D10: Numerical smoothing, curve fitting

62M15: Inference from stochastic processes and spectral analysis

93E10: Estimation and detection in stochastic control theory

93E14: Data smoothing in stochastic control theory

41A15: Spline approximation