Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems

• Κύριοι συγγραφείς: Arov, Damir Z. (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Dym, Harry (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Birkhäuser, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Operator Theory: Advances and Applications, 266
• Θέματα: Operator theory.; Probabilities.; Operator Theory.; Probability Theory and Stochastic Processes.

This monograph deals primarily with the prediction of vector valued stochastic processes that are either weakly stationary, or have weakly stationary increments, from finite segments of their past. The main focus is on the analytic counterpart of these problems, which amounts to computing projection...

Πίνακας περιεχομένων:

• Introduction
• Analytic preliminaries
• The de Branges spaces B(E) and H(A)
• Three extension problems
• Spectral functions for ci problems
• Inverse spectral problems
• Generalizations
• Real and symmetric constraints
• Past and Future
• Conservative and passive systems
• Rational spectral densities. .