Multivariate prediction, de branges spaces, and related extension and inverse problems
Auteur :
Arov, Damir Z. / Dym, Harry
Éditeur :
Birkhauser Verlag AG
ISBN :
9783319702612
Date de publication :
9 juin 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
The main focus is on the analytic counterpart of these problems, which amounts to computing projections onto subspaces of a Hilbert space of p x 1 vector valued functions with an inner product that is defined in terms of the p x p matrix valued spectral density of the process.