Spectral factorization of wide sense stationary processes on 2
The problem of prediction of wide sense stationary processes on 2 with respect to the column-by-column or row-by-row lexicographic order is studied. A theorem giving an explicit realization of the corresponding canonical factorization of the spectral density is proved and conditions are given for a process to have a quarter-plane representation in terms of its innovations.
Year of publication: |
1986
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Authors: | Korezlioglu, Hayri ; Loubaton, Philippe |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 19.1986, 1, p. 24-47
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Publisher: |
Elsevier |
Keywords: | Wide sense stationary processes on 2 prediction Wold decomposition strictly nondeterministic processes purely nondeterministic processes singular processes spectral factorization quarter-plane representation |
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