Predictors for discrete time processes with energy decay on higher frequencies
The predictability of discrete-time processes is studied in a deterministic setting. A family of one-step-aheadpredictors is suggested for processes of which the energy decays at higher frequencies. For such processes, theprediction error can be made arbitrarily small. The predictions can be robust...
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| Format: | Journal Article |
| Published: |
IEEE
2012
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| Online Access: | http://purl.org/au-research/grants/arc/DP120100928 http://hdl.handle.net/20.500.11937/49513 |
| _version_ | 1848758255060254720 |
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| author | Dokuchaev, Nikolai |
| author_facet | Dokuchaev, Nikolai |
| author_sort | Dokuchaev, Nikolai |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | The predictability of discrete-time processes is studied in a deterministic setting. A family of one-step-aheadpredictors is suggested for processes of which the energy decays at higher frequencies. For such processes, theprediction error can be made arbitrarily small. The predictions can be robust with respect to the noisecontamination at higher frequencies |
| first_indexed | 2025-11-14T09:41:05Z |
| format | Journal Article |
| id | curtin-20.500.11937-49513 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T09:41:05Z |
| publishDate | 2012 |
| publisher | IEEE |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-495132017-09-13T15:41:21Z Predictors for discrete time processes with energy decay on higher frequencies Dokuchaev, Nikolai Bandlimited discrete time systems causal convolution prediction Szeg¨o-Kolmogorov Theorem harmonic analysis The predictability of discrete-time processes is studied in a deterministic setting. A family of one-step-aheadpredictors is suggested for processes of which the energy decays at higher frequencies. For such processes, theprediction error can be made arbitrarily small. The predictions can be robust with respect to the noisecontamination at higher frequencies 2012 Journal Article http://hdl.handle.net/20.500.11937/49513 10.1109/TSP.2012.2212436 http://purl.org/au-research/grants/arc/DP120100928 IEEE fulltext |
| spellingShingle | Bandlimited discrete time systems causal convolution prediction Szeg¨o-Kolmogorov Theorem harmonic analysis Dokuchaev, Nikolai Predictors for discrete time processes with energy decay on higher frequencies |
| title | Predictors for discrete time processes with energy decay on higher frequencies |
| title_full | Predictors for discrete time processes with energy decay on higher frequencies |
| title_fullStr | Predictors for discrete time processes with energy decay on higher frequencies |
| title_full_unstemmed | Predictors for discrete time processes with energy decay on higher frequencies |
| title_short | Predictors for discrete time processes with energy decay on higher frequencies |
| title_sort | predictors for discrete time processes with energy decay on higher frequencies |
| topic | Bandlimited discrete time systems causal convolution prediction Szeg¨o-Kolmogorov Theorem harmonic analysis |
| url | http://purl.org/au-research/grants/arc/DP120100928 http://hdl.handle.net/20.500.11937/49513 |