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Remarks on a Noncanonical Representation for a Stationary Gaussian Process |
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| Authors: | Yuji Hibino Masuyuki Hitsuda Hiroshi Muraoka |
| Affiliation: | (1) Faculty of Science and Engineering, Saga University, Saga, Japan;(2) Faculty of Science, Kumamoto University, Kumamoto, Japan;(3) Department of Mechanical Engineering, The University of Tokyo, Tokyo, Japan |
| Abstract: | For a stationary centered Gaussian process, we construct a noncanonical representation which has an infinite-dimensional orthogonal complement that is nontrivial. The authors have already proposed a systematic method for the construction of noncanonical representation having a finite-dimensional orthogonal complement. |
| Keywords: | stationary Gaussian process canonical representation moving average representation |
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