平稳过程的逼近与Toeplitz谱
Approximation of stationary processes and Toeplitz Spectra
摘要:
我们研究的平稳过程的近似由一类简单的纯确定性信号。这有一个解析对应的近似对称正定Toeplitz矩阵的子矩阵的有限秩。我们提出了它们之间距离的概念,并证明了一个弱意义近似结果。
英文摘要:
We study the approximation of stationary processes by a simple class of purely deterministic signals. This has an analytic counterpart in the approximation of symmetric positive definite Toeplitz matrices by submatrices of finite rank. We propose a notion of distance between them and prove a weak sense approximation result.
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