Title :
The multiple spectral factorization method of Wiener and Masani
fDate :
4/1/1965 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1965.1053745
