Title :
Predictable processes and Wold´s decomposition: A review
Author_Institution :
Polytechnic Institute of New York, Farmingdale, NY
fDate :
8/1/1985 12:00:00 AM
Abstract :
The concepts of predictability and band-limitedness are reexamined and a simple proof of Wold´s decomposition is presented in the context of mean-square estimation.
Keywords :
Acoustic measurements; Acoustic signal processing; Autocorrelation; Fourier series; Helium; Linear systems; Random variables; Speech processing;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1985.1164637