On predicting a band-limited signal based on past sample values

@article{Vaidyanathan1987OnPA,
  title={On predicting a band-limited signal based on past sample values},
  author={P. P. Vaidyanathan},
  journal={Proceedings of the IEEE},
  year={1987},
  volume={75},
  pages={1125-1127}
}
  • P. Vaidyanathan
  • Published 1 August 1987
  • Computer Science
  • Proceedings of the IEEE
The prediction of samples of a band-limited real signal xa(t) from a finite number of past samples is considered. It is shown how a signal-independent linear predictor of finite order can be constructed based on Chebyshev polynomials, such that the prediction error tends to zero for sampling rate exceeding the Nyquist rate. 
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An alternate proof is given of a recent result due to A. Papoulis on predicting the current value of a wide-sense stationary band-limited random process in terms of its past samples. The possibility…
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It is shown that a band-limited process can be expressed in terms of its past samples only, provided that the sampling rate is larger than but can be chosen arbitrarily close to the Nyquist rate.
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