# Subject Index The index below collects the terms defined and used in this book. Each entry links to the place in the text where the term is defined or where the result that uses it is proved. ```{raw} html

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``` The following cross references route the reader from a term to the place where this book treats it. ```{eval-rst} .. index:: see: Brownian motion; Wiener process see: Kalman filter; Kalman-Bucy filter see: autocorrelation function, normalized; autocovariance function see: second-order stationarity; covariance stationarity see: wide-sense stationarity; covariance stationarity see: Wiener-Hopf technique; annihilation operator see: Kolmogorov prediction formula; Wiener-Kolmogorov prediction formula see: Riccati equation, algebraic; control algebraic Riccati equation see: sampled data; discrete sampling see: serial correlation; autocovariance function seealso: autocovariance function; covariogram seealso: covariogram; spectral density seealso: power spectrum; spectral density seealso: spectral density; spectral factorization theorem seealso: white noise; fundamental white noise seealso: non-fundamentalness; spectral factorization theorem seealso: mean square differentiability; local unpredictability seealso: local unpredictability; mean square differentiability seealso: aliasing; folding formula seealso: folding formula; Nyquist frequency seealso: identification; observational equivalence seealso: observational equivalence; aliasing problem seealso: temporal aggregation; time aggregation seealso: time aggregation; aggregation over time seealso: Kalman-Bucy filter; innovations representation seealso: linear regulator; duality seealso: mean square ergodicity; covariance ergodicity seealso: covariance ergodicity; fourth cumulant seealso: prediction; annihilation operator seealso: Wold decomposition; moving average representation ``` ## How the index is organized Entries appear under the term the book uses, with the qualifier as a subentry. Definitions of the numbered Definitions and Theorems are indexed at the statement itself, not at the chapter opening, so a locator takes the reader to the result rather than to the front of a chapter. Names of authors appear only where a chapter reports that author's work.