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The prediction theory of stationary random fields (II): Nonsymmetrical half-plane prediction

The prediction theory of stationary random fields (II): Nonsymmetrical half-plane prediction In this paper, we consider the nonsymmetrical half-plane prediction. A prediction theoretic proof of the fundamental formula about one step prediction error is given. A Wold-type decomposition and its spectral representation theorem are proved. Spectral extraction problems of the half-plane innovations and its singular components are investigated. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

The prediction theory of stationary random fields (II): Nonsymmetrical half-plane prediction

Jiang, Zepei
Acta Mathematicae Applicatae Sinica , Volume 5 (2) – Jul 14, 2005
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References (5)

Publisher
Springer Journals
Copyright
Copyright © 1989 by Science Press, Beijing, China and Allerton Press, Inc., New York, U.S.A
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/BF02009749
Publisher site
See Article on Publisher Site

Abstract

In this paper, we consider the nonsymmetrical half-plane prediction. A prediction theoretic proof of the fundamental formula about one step prediction error is given. A Wold-type decomposition and its spectral representation theorem are proved. Spectral extraction problems of the half-plane innovations and its singular components are investigated.

Journal

Acta Mathematicae Applicatae Sinica – Springer Journals

Published: Jul 14, 2005

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