Generalized Fourier and Toeplitz Results for Rational Orthonormal Bases
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Publication:4252995
DOI10.1137/S0363012996305437zbMath0955.42018MaRDI QIDQ4252995
Brett Ninness, Håkan Hjalmarsson, Fredrik Gustafsson
Publication date: 24 June 1999
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012996305437
system identification; stochastic processes; orthonormal basis functions; prediction theory; Fourier and Toeplitz matrices
93E24: Least squares and related methods for stochastic control systems
60G35: Signal detection and filtering (aspects of stochastic processes)
93E12: Identification in stochastic control theory
47B35: Toeplitz operators, Hankel operators, Wiener-Hopf operators
42C15: General harmonic expansions, frames
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