On a unitary model for two-time parameter stationary processes
نویسنده
چکیده
The basic problem in prediction theory is to estimate a certain, desired, behavior of the phenomenon under study (in our case a stationary process) using the information already obtained about it. In order to accomplish this we should separate completely the deterministic part from the part corrupted by noises. This is done via a Wold-type decomposition. In the case of a two-time parameter stationary process we characterize its different parts in some certain Wold-type decompositions in terms of a unitary model given by Berger, Coburn and Lebow for the commuting isometric pair associated to the process.
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