کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
564477 875603 2010 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies
چکیده انگلیسی

The paper presents sufficient conditions of predictability for continuous time processes in deterministic setting. We found that processes with exponential decay on energy for higher frequencies are predictable in some weak sense on some finite time horizon defined by the rate of decay. Moreover, this predictability can be achieved uniformly over classes of processes. Some explicit formulas for predictors are suggested.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 90, Issue 2, February 2010, Pages 696–701
نویسندگان
,