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zbMath0597.93050MaRDI QIDQ3731480

Michele Pavon

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

strong mixing Hankel operators canonical correlation minimal Markovian representations multivariate stationary Gaussian process past-future dependence

Mathematics Subject Classification ID

Gaussian processes (60G15) Measures of association (correlation, canonical correlation, etc.) (62H20) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Hermitian, skew-Hermitian, and related matrices (15B57) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Stochastic systems in control theory (general) (93E03) Prediction theory (aspects of stochastic processes) (60G25)

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Model reduction by phase matching ⋮ A general Hankel-norm approximation scheme for linear recursive filtering

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