Predictors for Discrete Time Processes With Energy Decay on Higher Frequencies


The predictability of discrete-time processes is studied in a deterministic setting. A family of one-step-ahead predictors is suggested for processes of which the energy decays at higher frequencies. For such processes, the prediction error can be made arbitrarily small. The predictions can be robust with respect to the noise contamination at higher… (More)
DOI: 10.1109/TSP.2012.2212436



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