Generalized stationary processes: applications and examples
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Publication:644426
DOI10.1007/s11785-011-0143-4zbMath1226.93141MaRDI QIDQ644426
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
random matrices; optimal prediction; triangular factorization; matched filters; power-low process; white-noise-type process
93E20: Optimal stochastic control
47B35: Toeplitz operators, Hankel operators, Wiener-Hopf operators
47B34: Kernel operators
Cites Work
- Effective construction of a class of positive operators in Hilbert space, which do not admit triangular factorization
- Spectral theory of canonical differential systems. Method of operator identities
- Matched Filtering for Generalized Stationary Processes
- Integral equations with difference kernels on finite intervals
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