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    Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies

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    Fulltext not available
    Authors
    Dokuchaev, Nikolai
    Date
    2010
    Type
    Journal Article
    
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    Citation
    Dokuchaev, N. 2010. Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies. Signal Processing. 90 (2): pp. 696-701.
    Source Title
    Signal Processing
    ISSN
    01651684
    URI
    http://hdl.handle.net/20.500.11937/9261
    Collection
    • Curtin Research Publications
    Abstract

    The paper presents sufficient conditions of predictability for continuous time processes in deterministic setting. We found that processes with exponential decay on energy for higher frequencies are predictable in some weak sense on some finite time horizon defined by the rate of decay. Moreover, this predictability can be achieved uniformly over classes of processes. Some explicit formulas for predictors are suggested.

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