具有离散参数齐次随机场的线性预测(ⅩⅤ)  

Linear Prediction Theory of a Homogeneous Random Field with Discrete Parameters (XV)

作　　者：徐业基[1] 

机构地区：[1]复旦大学管理学院统计学系,上海200433

出　　处：《工程数学学报》2007年第2期287-291,共5页Chinese Journal of Engineering Mathematics

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。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.

关 键 词：线性预测 预测误差 预测值 预测谱特征 

分 类 号：O211.61[理学—概率论与数理统计]