Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
564477 | Signal Processing | 2010 | 6 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Computer Science
Signal Processing
Authors
Nikolai Dokuchaev,