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具有离散参数齐次随机场的线性预测(XV)
引用本文:徐业基. 具有离散参数齐次随机场的线性预测(XV)[J]. 工程数学学报, 2007, 24(2): 287-291
作者姓名:徐业基
作者单位:复旦大学管理学院统计学系,上海200433
摘    要:本文进一步研究了预测问题9(N,M)及17(N,M),在频域上及时域上都求得了齐次随机场{x(m,n)}在任意点上的预测值及预测误差,从而改进了徐业基已往的结果。

关 键 词:线性预测 预测误差 预测值 预测谱特征
文章编号:1005-3085(2007)02-0287-05
修稿时间:2005-02-28

Linear Prediction Theory of a Homogeneous Random Field with Discrete Parameters (XV)
XU Ye-ji. Linear Prediction Theory of a Homogeneous Random Field with Discrete Parameters (XV)[J]. Chinese Journal of Engineering Mathematics, 2007, 24(2): 287-291
Authors:XU Ye-ji
Affiliation:Department of Statistics, Fudan University, Shanghai 200433
Abstract:For a stochastic field with two parameters, two open prediction problems are solved. One problem is using stochastic processes restricted on a half line to predict the processes on other position. The other problem is using processes restricted on several lines and points to predict the processes on other position. The prediction and errors are gotten for those problems.
Keywords:linear prediction   prediction error   predictor   spectral character of prediction
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