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

An interpolation problem for multivariate stationary sequences

Lutz Klotz (2000)

Kybernetika

Similarity:

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].