The prediction theory of stationary random fields (II): Nonsymmetrical half-plane prediction

In this paper, we consider the nonsymmetrical half-plane prediction. A prediction theoretic proof of the fundamental formula about one step prediction error is given. A Wold-type decomposition and its spectral representation theorem are proved. Spectral extraction problems of the half-plane innovations and its singular components are investigated.Research supported in part by the National Natural Science Fundation of China.