Polynomial interpolation and prediction of continuous-time processes from random samples

DOI10.1109/18.556139zbMath0870.94010OpenAlexW2136436237MaRDI QIDQ4340356

Elias Masry

Publication date: 10 June 1997

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.556139

zbMATH Keywords

continuous-time second-order random processesLagrange polynomial estimatorsmean-square interpolationWiener-Hopf estimator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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On the distributions of fractal functions that interpolate data points with Gaussian noise ⋮ Fractal interpolation functions for random data sets ⋮ AUTOCOVARIANCE AND INCREMENTS OF DEVIATION OF FRACTAL INTERPOLATION FUNCTIONS FOR RANDOM DATASETS ⋮ STATISTICAL PROPERTIES OF LINEAR FRACTAL INTERPOLATION FUNCTIONS FOR RANDOM DATA SETS ⋮ Calculating the spectral factorization and outer functions by sampling-based approximations -- fundamental limitations

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