A new algorithm for optimal interpolation of discrete-time stationary processes

Author:

Pavon Michele

Publisher

Springer-Verlag

Reference29 articles.

1. A.N. Kolmogorov, Stationary sequences in Hilbert space, Bull. Math. Moscow 2 (1941), 1–40.

2. P. Masani, The prediction theory of multivariate stochastic processes, III, Acta Math. 104 (1960), 142–162.

3. A.M. Yaglom, On a problem of linear interpolation of stationary random sequences and processes, Amer. Math. Soc. Sel. Transl. Math. Statist. 4 (1963), 339–344.

4. Yu. A. Rozanov, Interpolation of stationary processes with discrete time, Soviet Math. Dokl. 1 (1960), 91–93.

5. Yu. A. Rozanov, Stationary random processes, Holden-Day San Francisco, 1967.

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Geometry of Second-Order Random Processes;Series in Contemporary Mathematics;2015

2. Optimal Interpolation for Linear Stochastic Systems;SIAM Journal on Control and Optimization;1984-07

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