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Spherically invariant processes: Their nonlinear structure,discrimination, and estimation |
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| Authors: | Steel T Huang Stamatis Cambanis |
| Institution: | University of Cincinnati USA;University of North Carolina USA |
| Abstract: | The structure of the nonlinear space of a spherically invariant process is studied and the problem of discriminating between two spherically invariant processes as well as the problem of nonlinear estimation for spherically invariant processes are solved. |
| Keywords: | 60G15 60G25 60G30 Spherically invariant processes Gaussian processes nonlinear space complete orthonormal sets equivalence and singularity Radon-Nikodym derivatives nonlinear estimation and prediction |
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