Stochastic realization on a finite interval via "LQ decomposition" in Hilbert space.
Hideyuki TanakaTohru KatayamaPublished in: ECC (2003)
Keyphrases
- hilbert space
- unit interval
- finite dimensional
- infinite dimensional
- von neumann
- continuous functions
- multivariate time series
- euclidean space
- convex sets
- scale spaces
- kernel function
- higher dimensional
- wavelet packet
- support vector
- finite number
- feature maps
- reproducing kernel hilbert space
- optimal control
- input space
- real valued
- utility function
- loss function
- kernel principal component analysis
- low dimensional
- high dimensional
- pairwise