On the Rank of the Projection of a Random Process
Anthony Ephremides · Theory of Probability and Its Applications · 1976
Previous article Next article On the Rank of the Projection of a Random ProcessA. EphremidesA. Ephremideshttps://doi.org/10.1137/1120051PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Z. Ivkovich and , Yu. A. Rozanov, On the canonical Hida-Cramér representation for random processes, Theory Prob. Applications, 16 (1971), 351–356 10.1137/1116033 0299.60036 LinkGoogle Scholar[2] Takeyuki Hida, Canonical representations of Gaussian processes and their applications, Mem. Coll. Sci. Univ. Kyoto. Ser. A. Math., 33 (1960/1961), 109–155 MR0119246 0100.34302 CrossrefGoogle Scholar[3] H. Cramér, Stochastic processes as curves in Hilbert space, Theory Prob. Applications, 9 (1964), 169–179 0161.14602 LinkGoogle Scholar[4] Harald Cramér, On the structure of purely non-deterministic stochastic processes, Ark. Mat., 4 (1961), 249–266 (1961) MR0139195 0104.11103 CrossrefGoogle Scholar[5] H. L. Royden, Real analysis, The Macmillan Co., New York, 1963xvi+284 MR0151555 0121.05501 Google Scholar[6] Y. A. Rosanov, Innovations and non-anticipative processes, Proc. 3rd Int. Symp. Multiv. Analysis, Dayton, Ohio, 1972 Google Scholar[7] Thomas Kailath, The innovations approach to detection and estimation theory, Proc. IEEE, 58 (1970), 680–695 MR0309638 CrossrefGoogle Scholar[8] J. M. C. Clark, A Measurability Property of the Solutions of Stochastic Differential Equations, Rep., Imperial College of Science and Technology, London, 1972 Google Scholar[9] A. Ephremides and , J. B. Thomas, Multiplicity considerations in linear least mean-square estimation, SIAM J. Appl. Math., 22 (1972), 162–172 10.1137/0122019 MR0314530 0245.62062 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Volume 20, Issue 2| 1976Theory of Probability & Its Applications History Submitted:18 October 1974Published online:17 July 2006 InformationCopyright © 1976 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1120051Article page range:pp. 419-421ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics