The spectral domain of multivariate harmonizable processes.
The spectral or frequency domain of a multivariate weakly harmonizable process is a vector space of vector functions that are integrable relative to a positive definite matrix bimeasure. It has a norm derived from a Gramian inner product. The completeness property of this space, which is needed for many applications, has been open for some years. An affirmative solution and an application to optimal least-squares estimation of a weakly harmonizable signal are presented here.
Rao
M M
MM
Department of Mathematics, University of California, Riverside, CA 92521.