An extension problem for discrete-time almost periodically correlated stochastic processes

DOI10.1016/S0024-3795(00)00043-4zbMath0992.60042WikidataQ126866889 ScholiaQ126866889MaRDI QIDQ1977381

Daniel Alpay, Philippe Loubaton, Boris Freydin

Publication date: 16 September 2002

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

interpolation problemSchur classupper triangular operators

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Applications of operator theory in probability theory and statistics (47N30)

Cites Work

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• A maximum entropy principle in the general framework of the band method
• Interpolation problems in nest algebras
• Time-varying discrete linear systems: input-output operators; Riccati equations; disturbance attenuation
• Topics in interpolation theory
• Robust control theory in Hilbert space
• Two-sided Nudelman interpolation for input-output operators of discrete time-varying systems
• More on maximum entropy interpolants and maximum determinant completions of associated Pick matrices
• Mean motions and zeros of almost periodic functions
• Modeling computational networks by time-varying systems
• An Entropy Formula for Time-Varying Discrete-Time Control Systems

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