Generalized stationary processes: applications and examples

DOI10.1007/S11785-011-0143-4MaRDI QIDQ644426zbMATH OpenOpenAlexFDO

Authors Lev A. Sakhnovich

Publication date 4 November 2011

Published in Complex Analysis and Operator Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11785-011-0143-4

zbMATH Keywords

random matricesoptimal predictiontriangular factorizationmatched filterspower-low processwhite-noise-type process

Mathematics Subject Classification ID

Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Optimal stochastic control (93E20) Kernel operators (47B34)

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• Effective construction of a class of positive operators in Hilbert space, which do not admit triangular factorization
• Integral equations with difference kernels on finite intervals
• Matched Filtering for Generalized Stationary Processes
• Spectral theory of canonical differential systems. Method of operator identities

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