Accession Number : AD0743806

Title :   On the Bilateral Linear Predictor for Minimal Stationary Stochastic Processes.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Salehi,H.

Report Date : FEB 1972

Pagination or Media Count : 12

Abstract : Using the alternative projections theorem of J. von Neumann, the author obtains formulae for determining the bilateral linear predictor of a minimal weakly stationary stochastic process. To derive these formula it is assumed that the spectral density of the process is bounded. The known results on determination of the ordinary linear predictor of a weakly stationary stochastic process are basic to the derivation of this work. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, THEOREMS), FOURIER ANALYSIS, HILBERT SPACE, LINEAR SYSTEMS, MATRICES(MATHEMATICS), MATHEMATICAL PREDICTION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE