Causal band-limitness and predictability criterions for one-sided sequences

2014/08/25 by Nikolai Dokuchaev, Dokuchaev, Nikolai
Mathematics · #42A38 #42B30 #62M15 #93E10 #FOS: Mathematics #Optimization and Control (math.OC) #Spectral Theory (math.SP) #math.OC #math.SP #msc:42A38 #msc:42B30 #msc:62M15 #msc:93E10

paper · pdf · doi:10.48550/arxiv.1408.5739

Bandlimited sequences, one-sided sequences, discrete time systems, prediction, Szegö-Kolmogorov Theorem

arxiv created 2014/09/23 · arxiv updated 2014/09/24

Abstract

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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