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Izvestiya: Mathematics, 2019, Volume 83, Issue 5, Pages 932–956
DOI: https://doi.org/10.1070/IM8840 (Mi im8840) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Adaptive energy-saving approximation for stationary processes

Z. Kabluchkoa, M. A. Lifshitsb

a Münster University, Münster, Germany
b Saint Petersburg State University
English version PDF (542 kB) Citations (3)
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DOI: https://doi.org/10.1070/IM8840
Abstract: We consider a stationary process (with either discrete or continuous time) and find an adaptive approximating stationary process combining high quality approximation and other good properties that can be interpreted as additional smoothness or small expense of energy. The problem is solved in terms of spectral characteristics of the original process using the classical analytic methods of prediction theory.
Keywords: least-energy approximation, prediction, stationary process, stationary sequence.
Funding agency Grant number
Saint Petersburg State University 6.65.37.2017
Russian Foundation for Basic Research 16-01-00258
This research was supported by DFG and SPbSU (grant no. 6.65.37.2017). The work of the second author was also supported by RFBR (grant no. 16-01-00258).
Received: 09.07.2018
Revised: 25.09.2018
Russian version:
Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya, 2019, Volume 83, Issue 5, Pages 27–52
DOI: https://doi.org/10.4213/im8840
Bibliographic databases:
Document Type: Article
UDC: 519.216
MSC: Primary 60G10; Secondary 60G15, 49J40, 41A00
Language: English
Original paper language: Russian
Citation: Z. Kabluchko, M. A. Lifshits, “Adaptive energy-saving approximation for stationary processes”, Izv. RAN. Ser. Mat., 83:5 (2019), 27–52; Izv. Math., 83:5 (2019), 932–956
Citation in format AMSBIB
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  • https://doi.org/10.1070/IM8840
  • https://www.mathnet.ru/eng/im/v83/i5/p27
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Известия Российской академии наук. Серия математическая Izvestiya: Mathematics
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    Russian version PDF:36
    English version PDF:9
    References:55
    First page:9
     
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