Robust Prediction and Interpolation for Vector Stationary Processes. Part 3.
Abstract
Robust multivariate prediction and interpolation problems for statistically contaminated vector valued second order stationary processes are considered. The statistical contamination is modeled by requiring that the spectra of the processes lie within certain non-parametric classes. Both prediction and interpolation are then formalized as games whose saddle point solutions are sought. Finally, such solutions are found and analyzed, for two specific multivariate spectral classes. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1984
- Accession Number
- ADA147860
Entities
People
- D. Kazakos
- H. Tsaknakis
- P. Papantoni-kazakos
Organizations
- University of Connecticut