Predictors for Discrete Time Processes With Energy Decay on Higher Frequencies
Predictors for Discrete Time Processes With Energy Decay on Higher Frequencies
复制标题
具有较高频率能量衰减的离散时间过程的预测器
DOI：
10.1109/tsp.2012.2212436
复制
发表时间：
2011
影响因子：
5.4
通讯作者：
N. Dokuchaev
中科院分区：
文献类型：
--
作者：
N. Dokuchaev
在确定性环境下，研究离散时间过程的可预测性。对于能量以较高频率衰减的过程，提出了一类超前一步预报器。对于这样的过程，可以使预测误差任意小。对于较高频率的噪声污染，预测可以是稳健的。
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 frequencies.