Avtomatika i Telemekhanika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Avtomat. i Telemekh.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Avtomatika i Telemekhanika, 2007, Issue 3, Pages 83–93 (Mi at954)  
Stochastic Systems

Orthogonal expansions of the nonlinear functionals of the Gaussian process and their application to statistical analysis

M. E. Shaikin

Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
Full-text PDF (242 kB)
References:
PDF
HTML
Abstract: Orthogonal expansion of the space of quadratically integrable nonlinear functionals of the Gaussian random process was considered. The problem of explicit construction of the expansion terms was restated as generation of the differential equations for its coordinate functions. The method of canonical expansions from the linear statistical analysis was generalized to the nonlinear case on the basis of the results obtained.
Presented by the member of Editorial Board: B. M. Miller

Received: 20.04.2006
English version:
Automation and Remote Control, 2007, Volume 68, Issue 3, Pages 446–455
DOI: https://doi.org/10.1134/S000511790703006X
Bibliographic databases:
Document Type: Article
PACS: 02.50. Fz
Language: Russian
Citation: M. E. Shaikin, “Orthogonal expansions of the nonlinear functionals of the Gaussian process and their application to statistical analysis”, Avtomat. i Telemekh., 2007, no. 3, 83–93; Autom. Remote Control, 68:3 (2007), 446–455
Citation in format AMSBIB
\Bibitem{Sha07}
\by M.~E.~Shaikin
\paper Orthogonal expansions of the nonlinear functionals of the Gaussian process and their application to statistical analysis
\jour Avtomat. i Telemekh.
\yr 2007
\issue 3
\pages 83--93
\mathnet{http://mi.mathnet.ru/at954}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2304110}
\zmath{https://zbmath.org/?q=an:05169991}
\transl
\jour Autom. Remote Control
\yr 2007
\vol 68
\issue 3
\pages 446--455
\crossref{https://doi.org/10.1134/S000511790703006X}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33947575730}
Linking options:
  • https://www.mathnet.ru/eng/at954
  • https://www.mathnet.ru/eng/at/y2007/i3/p83
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024