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A Method of Functional Estimation for Stationary Processes

✍ Scribed by K.L. Vaninsky

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
384 KB
Volume
46
Category
Article
ISSN
0047-259X

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✦ Synopsis

The problem of predicting the value of a linear function of future values of a stationary process when its past and present are known is considered. The estimator of a studied function is constructed which is expressed-through the set of canonical variables. r 1993 Academic Press. Inc.

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