The spectral domain of multivariate harmonizable processes

AUTOR(ES)

Rao, M. M.

RESUMO

The spectral or frequency domain of a multivariate weakly harmonizable process is a vector space of vector functions that are integrable relative to a positive definite matrix bimeasure. It has a norm derived from a Gramian inner product. The completeness property of this space, which is needed for many applications, has been open for some years. An affirmative solution and an application to optimal least-squares estimation of a weakly harmonizable signal are presented here.

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