DocumentCode
933684
Title
On a class of random processes exhibiting optimal nonlinear one-step predictors (Corresp.)
Author
Mccannon, T.E. ; Gallagher, Neal C.
Volume
27
Issue
5
fYear
1981
fDate
9/1/1981 12:00:00 AM
Firstpage
652
Lastpage
656
Abstract
Two classes of random processes that exhibit one-step predictors with optimal nonlinear minimum mean-squared error (MMSE) are discussed, and conditions for membership to one of these classes are given. Examples of each class are presented, and the optimal one-step predictors are given.
Keywords
Nonlinear estimation; Prediction methods; Stochastic processes; Design methodology; Information filtering; Information filters; Nonlinear equations; Nonlinear filters; Polynomials; Random processes; Random variables; Sampling methods; Writing;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1981.1056395
Filename
1056395
Link To Document