Second Order Processes Assignment Homework Help

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- Deterministic and non-deterministic processes
- Integrals with respect to processes with orthogonal increments
- Operators on a Hillbert space
- Optimal filter (both signal and observation are weakly stationary).
- Prediction problem
- Second-order processes, processes with orthogonal increments
- Spectral measures
- Spectral theorem, normal operators
- Stochastic integrals, Stochastic differential equations, Bucy-Kalman filter
- Stone's theorem on one-parameter unitary groups
- Weakly stationary processes with discrete and continuous time
- Wiener-Kolmogorov-Szego solution of the prediction problem for discrete time