Remarks on a Noncanonical Representation for a Stationary Gaussian Process

被引：0
|
作者：
Yuji Hibino
Masuyuki Hitsuda
Hiroshi Muraoka
机构：
[1] Saga University,Faculty of Science and Engineering
[2] Kumamoto University,Faculty of Science
[3] The University of Tokyo,Department of Mechanical Engineering
来源：
Acta Applicandae Mathematica | 2000年 / 63卷
关键词：
stationary Gaussian process; canonical representation; moving average representation;
D O I：
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中图分类号：
学科分类号：
摘要：
For a stationary centered Gaussian process, we construct a noncanonical representation which has an infinite-dimensional orthogonal complement that is nontrivial. The authors have already proposed a systematic method for the construction of noncanonical representation having a finite-dimensional orthogonal complement.
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页码：137 / 139
页数：2
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