A General Solution of a Problem in Linear Prediction of Stationary Processes
V. M. Adamyan, Дамир Зямович Аров · Theory of Probability and Its Applications · 1968
Previous article Next article A General Solution of a Problem in Linear Prediction of Stationary ProcessesV. M. Adamyan and D. Z. ArovV. M. Adamyan and D. Z. Arovhttps://doi.org/10.1137/1113049PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Yu. A. Rozanov, Some results on prediction of stationary processes, Theory Prob. Applications, 5 (1960), 336–337 Google Scholar[2] Yu. A. Rozanov, Stationary Random Processes, Fizmatgiz, Moskva, 1963, (In Russian.) Google Scholar[3] A. M. Yaglom, Extrapolation, interpolation and filtering of stationary random processes with rational spectral density, Trudy Moskov. Mat. Obšč., 4 (1955), 333–374, (In Russian.) MR0071671 0068.11502 Google Scholar[4] A. M. Yaglom, Effective solutions of linear approximation problemss for multivariate stationary processes with a rational spectrum, Theory Prob. Applications, 5 (1960), 239–264 10.1137/1105025 0100.13504 LinkGoogle Scholar[5] N. I. Akhiezer and , I. M. Glazman, Theory of linear operators in Hilbert space. Vol. I, Translated from the Russian by Merlynd Nestell, Frederick Ungar Publishing Co., New York, 1961xi+147 MR0264420 0098.30702 Google Scholar[6] M. A. Nai˘mark and , S. V. Fomin, Continuous direct sums of Hilbert spaces and some of their applications, Uspehi Mat. Nauk, 10 (1955), 111–142, (In Russian.) MR0070985 Google Scholar[7] V. M. Adamjan and , D. Z. Arov, Unitary couplings of semi-unitary operators, Mat. Issled., 1 (1966), 3–64, (In Russian.) MR0206711 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Low Rank Pure Quaternion Approximation for Pure Quaternion MatricesGuangjing Song, Weiyang Ding, and Michael K. Ng13 January 2021 | SIAM Journal on Matrix Analysis and Applications, Vol. 42, No. 1AbstractPDF (1881 KB)Alternating projections and interpolation of stationary processes14 July 2016 | Journal of Applied Probability, Vol. 29, No. 04 Cross Ref Alternating projections and interpolation of stationary processes14 July 2016 | Journal of Applied Probability, Vol. 29, No. 4 Cross Ref Oblique projections: Formulas, algorithms, and error boundsMathematics of Control, Signals, and Systems, Vol. 2, No. 1 Cross Ref Error bounds for the method of alternating projectionsMathematics of Control, Signals, and Systems, Vol. 1, No. 1 Cross Ref Lossless inverse scattering, digital filters, and estimation theoryIEEE Transactions on Information Theory, Vol. 30, No. 4 Cross Ref New Results on the Interpolation Problem for Continuous-Time Stationary Increments ProcessesMichele Pavon14 July 2006 | SIAM Journal on Control and Optimization, Vol. 22, No. 1AbstractPDF (1051 KB)Bilateral prediction of stationary Gaussian processes Cross Ref Volume 13, Issue 3| 1968Theory of Probability & Its Applications History Submitted:26 December 1966Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1113049Article page range:pp. 394-407ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics