Accession Number : ADA130973

Title :   Robust Prediction and Interpolation for Vector Stationary Processes.

Descriptive Note : Technical rept.,

Corporate Author : CONNECTICUT UNIV STORRS DEPT OF ELECTRICAL ENGINEERING AND COMPUTER SCIENCE

Personal Author(s) : Tsaknakis,Haralampos ; Kazakos,Dimitri ; Papantoni-Kazakos,P

PDF Url : ADA130973

Report Date : Nov 1982

Pagination or Media Count : 39

Abstract : Asymptotic linear prediction and interpolation, for statistically contaminated vector stationary processes is considered. Both prediction and interpolation are then formalized as stochastic games with saddle point solutions. The existence of unique solutions on convex and closed classes of vector stationary processes is shown. Then, those solutions are found and analyzed, for two specific classes of vector stationary processes. (Author)

Descriptors :   *Statistical processes, *Game theory, Mathematical prediction, Interpolation, Stochastic processes, Vector analysis, Stationary, Asymptotic normality, Contamination, Solutions(General), Linearity

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE