DocumentCode :
941637
Title :
Robust prediction of band-limited signals from past samples (Corresp.)
Author :
Brown, J.L., Jr. ; Morean, O.
Volume :
32
Issue :
3
fYear :
1986
fDate :
5/1/1986 12:00:00 AM
Firstpage :
410
Lastpage :
412
Abstract :
For a complex-valued deterministic signal of finite energy band-limited to the normalized frequency band 
explicit coefficients 
are found such that for any 
satisfying 
, 
where 
is the signal energy and 
. Thus the estimate of 
in terms of 
past samples taken at a rate equal to or in excess of twice the Nyquist rate converges uniformly at a geometric rate to on 
. The suboptimal coefficients have the desirable property of being pure numbers independent of both the particular band-limited signal and of the selected sampling rate 
. It is also shown that these same coefficients can be used to estimate the value of 
of a wide-sense stationary random process in terms of past samples.
explicit coefficients are found such that for any satisfying , where is the signal energy and . Thus the estimate of in terms of past samples taken at a rate equal to or in excess of twice the Nyquist rate converges uniformly at a geometric rate to on . The suboptimal coefficients have the desirable property of being pure numbers independent of both the particular band-limited signal and of the selected sampling rate . It is also shown that these same coefficients can be used to estimate the value of of a wide-sense stationary random process in terms of past samples.Keywords :
Prediction methods; Robustness; Autocorrelation; Bandwidth; Computer aided software engineering; Equations; Frequency; Parameter estimation; Random processes; Robustness; Signal processing; Signal sampling;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1986.1057179
Filename :
1057179
Link To Document :
