Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems

The main focus is on the analytic counterpart of these problems, which amounts to computing projections onto subspaces of a Hilbert space of p x 1 vector valued functions with an inner product that is defined in terms of the p x p matrix valued spectral density of the process.

Accentul principal se pune pe contrapartea analitica a acestor probleme, care se ridica la calcularea proiectiilor pe sub spatii ale unui spatiu Hilbert de functii evaluate de vector px 1 cu un produs interior care este definit in termeni de densitate spectrala a matricei pxp evaluata a procesului.