A closed equation in time domain for band-limited extensions of one-sided sequences
Information Theory
2017-09-26 v6 math.IT
Abstract
The paper suggests a method of optimal extension of one-sided semi-infinite sequences of a general type by traces of band-limited sequences in deterministic setting, i.e. without probabilistic assumptions. The method requires to solve a closed linear equation in the time domain connecting the past observations of the underlying process with the future values of the band-limited process. Robustness of the solution with respect to the input errors and data truncation is established in the framework of Tikhonov regularization.
Keywords
Cite
@article{arxiv.1504.02298,
title = {A closed equation in time domain for band-limited extensions of one-sided sequences},
author = {Nikolai Dokuchaev},
journal= {arXiv preprint arXiv:1504.02298},
year = {2017}
}
Comments
arXiv admin note: text overlap with arXiv:1208.3278