Predictors for high frequency processes based on rational polynomials approximation of periodic exponentials
Methodology
2023-01-18 v3 Information Theory
math.IT
Optimization and Control
Probability
Statistics Theory
Statistics Theory
Abstract
The paper presents linear integral predictors for continuous time high-frequency signals with a a finite spectrum gap. The predictors are based on approximation of a complex valued periodic exponential (complex sinusoid) by rational polynomials.
Cite
@article{arxiv.2207.11124,
title = {Predictors for high frequency processes based on rational polynomials approximation of periodic exponentials},
author = {Nikolai Dokuchaev},
journal= {arXiv preprint arXiv:2207.11124},
year = {2023}
}