Spectral Properties and Geometric Interpretation of R-Filters
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摘要: 应用Fourier分析,研究了R-滤子的谱性质,并且证明了R-滤子是最小二乘方多项式法则的推广,在此基础上给出了R-滤子的几何解释.Abstract: Applying the Fourier analysis, the spectral properties of the R-filters are studied. Further, it was proved that R-filters is a generalization of least squares polynomial adjustment. And the geometric interpretation of R-filters was given.
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Key words:
- R-filter /
- HP-filter /
- spectral property /
- Fourier analysis /
- Hess-matrix /
- operator theory
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