On the Bilateral Linear Predictor for Minimal Stationary Stochastic Processes.

Abstract

Using the alternative projections theorem of J. von Neumann, the author obtains formulae for determining the bilateral linear predictor of a minimal weakly stationary stochastic process. To derive these formula it is assumed that the spectral density of the process is bounded. The known results on determination of the ordinary linear predictor of a weakly stationary stochastic process are basic to the derivation of this work. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1972
Accession Number
AD0743806

Entities

People

  • H. Salehi

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Information Science
  • Mathematics
  • Probability
  • Stationary
  • Stationary Processes
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis