Causal Data Interpolation in Hilbert Space

DOI10.1093/IMAMCI/6.4.361zbMath0697.93018OpenAlexW2046528503MaRDI QIDQ3475173

Niels Juul Munch

Publication date: 1989

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/6.4.361

zbMATH Keywords

Hilbert-Schmidt operatorsinterpolating vectorssample paths of stochastic processes

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System identification (93B30) Data smoothing in stochastic control theory (93E14) Abstract interpolation of topological vector spaces (46M35)

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Commutant lifting and interpolation: The time-varying case

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