Optimal Truncation for Random Process in the Prespecified Coordinate
随机过程在指定坐标下的最优截断

An optimal method to truncate the components of a stable random output process in the prespecified coordinate is presented in this paper, which is based on the performance criterion of output error. It is pointed out that this optimal truncaion is also a minimal orthogonal projection of the truncated components. Several properties for such truncation are introduced. A numerical example is given in the end.