Spectral approach for kernel-based interpolation

Bertrand Gauthier; Xavier Bay

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Displaying similar documents to “Spectral approach for kernel-based interpolation”

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An interpolation problem for multivariate stationary sequences

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Let $𝐗$ and $𝐘$ be stationarily cross-correlated multivariate stationary sequences. Assume that all values of $𝐘$ and all but one values of $𝐗$ are known. We determine the best linear interpolation of the unknown value on the basis of the known values and derive a formula for the interpolation error matrix. Our assertions generalize a result of Budinský [1].