On Determining the Predictor of Non-Full-Rank Multivariate Stationary Random Processes.

Abstract

Algorithms for determining the generating function and the predictor for some non-full-rank multivariate stationary stochastic process are obtained. In fact it is shown that the well known algorithms given by Wiener and Masani (1958) for the full-rank case, are valid in certain non-full-rank cases exactly in the same form. Additional keywords: linear predictor; operators (mathematics). (Author)

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1985
Accession Number
ADA159165

Entities

People

  • A. G. Miamee

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Algorithms
  • Classification
  • Coefficients
  • Hilbert Space
  • Mathematical Analysis
  • North Carolina
  • Scientific Research
  • Security
  • Stationary
  • Stationary Processes
  • Statistical Analysis
  • Statistics
  • Stochastic Processes
  • Universities

Fields of Study

  • Mathematics

Readers

  • Graph Algorithms and Convex Optimization.
  • Statistical inference.