Adaptive energy-saving approximation for stationary processes
- Authors: Kabluchko Z.A.1, Lifshits M.A.2
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Affiliations:
- Westfälische Wilhelms-Universität Münster
- Saint Petersburg State University
- Issue: Vol 83, No 5 (2019)
- Pages: 27-52
- Section: Articles
- URL: https://ogarev-online.ru/1607-0046/article/view/142286
- DOI: https://doi.org/10.4213/im8840
- ID: 142286
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Abstract
We consider a stationary process (with either discrete or continuous time)and find an adaptive approximating stationary process combining highquality approximation and other good propertiesthat can be interpretedas additional smoothness or small expense of energy. The problem is solvedin terms of spectral characteristics of the original process usingthe classical analytic methods of prediction theory.
About the authors
Zakhar Al'bertovich Kabluchko
Westfälische Wilhelms-Universität Münster
Email: zakhar.kabluchko@uni-muenster.de
Mikhail Anatolievich Lifshits
Saint Petersburg State University
Email: mikhail@lifshits.org
Doctor of physico-mathematical sciences, Professor
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