A New Approach to the Linear Prediction Problem for Infinite Stationary Processes in Terms of Riemann-Hilbert Transformation Theory (Q3477743)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Approach to the Linear Prediction Problem for Infinite Stationary Processes in Terms of Riemann-Hilbert Transformation Theory |
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A New Approach to the Linear Prediction Problem for Infinite Stationary Processes in Terms of Riemann-Hilbert Transformation Theory (English)
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1989
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multivariate infinite stationary processes
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infinite-dimensional Grassmann manifold
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matrix Riccati equation
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matrix representations of Banach Lie groups
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backward linear prediction problem
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