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On the problem of filtering an isotropic random field on a Hilbert space. (English. Russian original) Zbl 0835.60039

Theory Probab. Math. Stat. 46, 59-61 (1993); translation from Teor. Jmovirn. Mat. Stat. 46, 60-63 (1992).
Summary: The author solves the problem of filtering a two-dimensional isotropic random field on a separable Hilbert space \(H\) on the basis of observations of one of the components of the field on a sphere in \(H\). As an auxiliary tool, orthogonal decompositions of an isotropic vector random field on \(H\) are proposed.

MSC:

60G35 Signal detection and filtering (aspects of stochastic processes)
60G60 Random fields