Causal band-limitness and predictability criterions for one-sided sequences
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Dokuchaev, N. 2014. Causal band-limitness and predictability criterions for one-sided sequences. Optimization and Control. -.
Optimization and Control
Department of Mathematics and Statistics
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.
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