Robust Prediction and Interpolation for Vector Stationary Processes.

Abstract

Asymptotic linear prediction and interpolation, for statistically contaminated vector stationary processes is considered. Both prediction and interpolation are then formalized as stochastic games with saddle point solutions. The existence of unique solutions on convex and closed classes of vector stationary processes is shown. Then, those solutions are found and analyzed, for two specific classes of vector stationary processes. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1982
Accession Number
ADA130973

Entities

People

  • Dimitri Kazakos
  • Haralampos Tsaknakis
  • P. Papantoni-kazakos

Organizations

  • University of Connecticut

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Connecticut
  • Data Science
  • Eigenvalues
  • Eigenvectors
  • Electrical Engineering
  • Engineering
  • Equations
  • Filters
  • Filtration
  • Frequency
  • Frequency Domain
  • Information Science
  • Interpolation
  • Kalman Filtering
  • Linear Filtering
  • Mathematical Filters
  • Stationary Processes

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Graph Algorithms and Convex Optimization.
  • Theoretical Analysis.