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

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

The main focus is on the analytic counterpart of these problems, which amounts to computing projections onto subspaces of a Hilbert space of p x 1 vector valued functions with an inner product that is defined in terms of the p x p matrix valued spectral density of the process.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319702612
  • Indbinding:
  • Hardback
  • Sideantal:
  • 405
  • Udgivet:
  • 9. juni 2018
  • Udgave:
  • 12018
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 6222 g.
  • 8-11 hverdage.
  • 10. december 2024
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The main focus is on the analytic counterpart of these problems, which amounts to computing projections onto subspaces of a Hilbert space of p x 1 vector valued functions with an inner product that is defined in terms of the p x p matrix valued spectral density of the process.

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