Harmonizable, Cramer, and Karhunen Classes of Processes.

Abstract

A classification of second order processes related to the harmonizable series is given. The flexibility of Karhunen classes and their use in the analysis of the spectral domain of harmonizable class is presented in detail. The role of multiplicity and its use in inference problems are included. Linear prediction of nonstationary processes with differential and polynomial filters and least-squares estimation and related problems are discussed at length. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 12, 1984
Accession Number
ADA144984

Entities

People

  • M. M. Rao

Organizations

  • University of California, Riverside

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Brownian Motion
  • Computations
  • Differential Equations
  • Equations
  • Estimators
  • Filters
  • Filtration
  • Hilbert Space
  • Integral Equations
  • Integrals
  • Mathematical Filters
  • Numbers
  • Periodic Functions
  • Probability
  • Random Variables
  • Stationary Processes
  • Theorems

Readers

  • Image Processing and Computer Vision.
  • Statistical inference.

Technology Areas

  • AI & ML
  • AI & ML - Machine Learning Algorithms