Causal band-limitness and predictability criterions for one-sided sequences
Optimization and Control
2014-09-24 v2 Spectral Theory
Abstract
The paper studies frequency characteristics and predictability of real sequences, i.e., discrete time processes in deterministic setting. We consider band-limitness and predictability of one-sided sequences. We establish predictability of some classes of sequences, and we suggest predictors represented by causal convolution sums over past times.
Keywords
Cite
@article{arxiv.1408.5739,
title = {Causal band-limitness and predictability criterions for one-sided sequences},
author = {Nikolai Dokuchaev},
journal= {arXiv preprint arXiv:1408.5739},
year = {2014}
}
Comments
Bandlimited sequences, one-sided sequences, discrete time systems, prediction, Szeg\"o-Kolmogorov Theorem