Title :
Predictors for Discrete Time Processes With Energy Decay on Higher Frequencies
Author :
Dokuchaev, Nikolai
Abstract :
The predictability of discrete-time processes is studied in a deterministic setting. A family of one-step-ahead predictors is suggested for processes of which the energy decays at higher frequencies. For such processes, the prediction error can be made arbitrarily small. The predictions can be robust with respect to the noise contamination at higher frequencies.
Keywords :
convolution; discrete time systems; causal convolution; discrete time processes; energy decay; noise contamination; one-step-ahead predictors; prediction error; Contamination; Kernel; Noise; Robustness; Time frequency analysis; Time series analysis; Transfer functions; Bandlimited; Szegö-Kolmogorov theorem; causal convolution; discrete time systems; harmonic analysis; prediction;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2012.2212436
