DocumentCode
906126
Title
The multiple spectral factorization method of Wiener and Masani
Author
Wunsch, Carl
Volume
11
Issue
2
fYear
1965
fDate
4/1/1965 12:00:00 AM
Firstpage
175
Lastpage
182
Abstract
Hilbert space properties of time series are used heuristically to discuss the prediction problem for single and multiple processes. Equations equivalent to least square criteria are obtained, and the factorization procedure of Wiener and Masani is described. Computational procedures are discussed.
Keywords
Hilbert spaces; Prediction methods; Spectral factorizations; Autocorrelation; Earthquakes; Equations; Filtering; Helium; Interpolation; Least squares methods; Mathematics; Stochastic processes; Weapons;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1965.1053745
Filename
1053745
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