مشخصات پژوهش

عنوان	Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes
نوع پژوهش	مقاله چاپ شده
کلیدواژه‌ها	Innovation; Interpolation; Multivariate stationary sequences; von Neumann’s alternating projection formula
چکیده	Time domain calculus of Wiener and Masani together with the von Neumann’s alternating projection formula are employed to obtain a time domain algorithm for the best linear interpolator of unrecorded innovations in discrete time multivariate second order stationary processes. From the interpolated innovations of a multivariate discrete-time ARMA process we indicate how to compute interpolated values of the process itself.
پژوهشگران	مهرناز محمدپور (نفر دوم)، احمد رضا سلطانی (نفر اول)