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

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...

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Hlavní autor: Arov, Damir Z. (Autor)
Médium: Elektronický zdroj E-kniha
Jazyk:angličtina
Vydáno: Cham : Springer International Publishing, 2018.
Vydání:1st ed. 2018.
Edice:Operator Theory: Advances and Applications, 266
Témata:
Operator theory.
Probabilities.
ISBN:9783319702629
ISSN:0255-0156 ;
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Obsah:
  • 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. .

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