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R_滤子的谱及几何性质
引用本文:冷拓. R_滤子的谱及几何性质[J]. 应用数学和力学(英文版), 2009, 30(1): 109-120. DOI: 10.1007/s10483-009-0112-2
作者姓名:冷拓
作者单位:Laboratory for Automated Reasoning and Programming, Chengdu Institute of Computer Applications, Chinese Academy of Sciences, Chengdu 610041, P. R. China  
基金项目:国家重点基础研究发展计划(973计划),the Knowledge Innovation Program of the National Natural Sciences Foundation of China 
摘    要:By applying the Fourier analysis, we study the spectral properties of R- filters. Further, we prove that R-filters are a generalization of least squares polynomial adjustment, and we give the geometric interpretation of R-filters.

关 键 词:金融  银行  理论  业务
收稿时间:2008-05-03

Spectral properties and geometric interpretation of R-filters
Tuo Leng. Spectral properties and geometric interpretation of R-filters[J]. Applied Mathematics and Mechanics(English Edition), 2009, 30(1): 109-120. DOI: 10.1007/s10483-009-0112-2
Authors:Tuo Leng
Affiliation:Laboratory for Automated Reasoning and Programming,Chengdu Institute of Computer Applications, Chinese Academy of Sciences, Chengdu 610041, P. R. China
Abstract:By applying the Fourier analysis, we study the spectral properties of R-filters. Further, we prove that R-filters are a generalization of least squares polynomial adjustment, and we give the geometric interpretation of R-filters.
Keywords:R-filter  HP-filter  spectral properties  Eourier analysis  Hess-matrix  op-erarot theory
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