An interpolation problem for multivariate stationary sequences

Authors
Klotz, L
Citation
L. Klotz, An interpolation problem for multivariate stationary sequences, KYBERNETIKA, 36(3), 2000, pp. 321-327
Citations number
8
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
KYBERNETIKA
ISSN journal
00235954 → ACNP
Volume
36
Issue
3
Year of publication
2000
Pages
321 - 327
Database
ISI
SICI code
0023-5954(2000)36:3<321:AIPFMS>2.0.ZU;2-0
Abstract
Let X and Y be stationarily cross-correlated multivariate stationary sequen ces. Assume that all values of Y and all but one values of X are known. We determine the best linear interpolation of the unknown value on the basis o f the known values and derive a formula for the interpolation error matrix. Our assertions generalize a result of Budinsky [1].