Robust prediction and interpolation for vector stationary processes
Robust prediction and interpolation for vector stationary processes
复制标题
矢量平稳过程的鲁棒预测和插值
DOI：
10.1007/bf00344722
复制
发表时间：
1986
期刊：
影响因子：
--
通讯作者：
P. Papantoni
中科院分区：
文献类型：
--
作者：
H. Tsaknakis;D. Kazakos;P. Papantoni
研究了统计污染向量值二阶平稳过程的稳健多元预测和内插问题。统计污染是通过要求过程的谱密度矩阵位于特定的非参数类中来建模的。然后，预测和插值法都被形式化为求解鞍点解的博弈。最后，针对两个具体的多元谱类，找到并分析了这些解。
Robust multivariate prediction and interpolation problems for statistically contaminated vector valued second order stationary processes are considered. The statistical contamination is modeled by requiring that the spectral density matrices of the processes lie within certain nonparametric classes. Both prediction and interpolation are then formalized as games whose saddle point solutions are sought. Finally, such solutions are found and analyzed, for two specific multivariate spectral classes.