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On the linear prediction of some Lp random fields

Part of: Stochastic processes

Published online by Cambridge University Press:  09 April 2009

R. Cheng  and
C. Houdré
R. Cheng
Affiliation:
Executive Vice President ECI Systems and Engineering 596 Lynnhaven Parkway Virginia Beach, VA 23452USA e-mail: [email protected]
C. Houdré
Affiliation:
South East Applied Analysis Center School of Mathematics Georgia Institute of TechnologyAtlanta, GA 30332 USA e-mail: [email protected]
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Abstract

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This work is concerned with the prediction problem for a class of Lp-random fields. For this class of fields, we derive prediction error formulas, spectral factorizations, and orthogonal decompositions.

Keywords

Predictionrandom fields.

MSC classification

Secondary: 60G25: Prediction theory 60G60: Random fields 60G10: Stationary processes
Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 67 , Issue 1 , August 1999 , pp. 31 - 50
Copyright
Copyright © Australian Mathematical Society 1999

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