Predictors for discrete time processes with energy decay on higher frequencies

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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Bibliographic Details
Main Author: Dokuchaev, Nikolai
Format: Journal Article
Published: IEEE 2012
Subjects:
Bandlimited
discrete time systems
causal convolution
prediction
Szeg¨o-Kolmogorov Theorem
harmonic analysis
Online Access:http://purl.org/au-research/grants/arc/DP120100928
http://hdl.handle.net/20.500.11937/49513

Internet

http://purl.org/au-research/grants/arc/DP120100928
http://hdl.handle.net/20.500.11937/49513

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