On the multidimensional prediction and filtering problem and the factorization of spectral matrices

Author:

Wong E.,Thomas J.B.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computer Networks and Communications,Signal Processing,Control and Systems Engineering

Reference7 articles.

1. The prediction theory of multivariate stochastic processes—II, the linear predictor;Wiener;Acta Mathematica,1958

2. Extrapolation, Interpolation, and Smoothing of Stationary Time Series;Wiener,1949

3. Note on an Integral Equation Occurring in the Prediction, Detection, and Analysis of Multiple Time Series;Thomas;IRE Trans. Information Theory,1961

4. An Extension of Wiener's Theory of Prediction;Zadeh;J. Appl. Phys.,1950

5. Random Processes in Automatic Control;Laning,1956

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2. An Algorithm for Factoring Hermitian Matrix Polynomials Relative to the Imaginary Axis;IFAC Proceedings Volumes;1996-06

3. References;Filtering and Control of Macroeconomic Systems - A Control System Incorporating the Kalman Filter for the Indian Economy;1987

4. Inferential control of processes: Part III. Construction of optimal and suboptimal dynamic estimators;AIChE Journal;1978-05

5. Bauer-type factorization of positive matrices and the theory of matrix polynomials orthogonal on the unit circle;IEEE Transactions on Circuits and Systems;1978-02

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