Performance of discrete-time predictors of continuous-time stationary processes

DOI10.1109/18.9766zbMATH Open0661.62098OpenAlexW2124657661MaRDI QIDQ3810752FDOQ3810752

Authors: Stamatis Cambanis, Elias Masry 

Publication date: 1988

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.9766

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zbMATH Keywords

rational spectral densitiesasymptotic performance of linear predictorscontinuous-time stationary processesquadratic-mean derivative

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

Cited In (4)

• Prediction error for continuous-time stationary processes with singular spectral densities
• Near-ideal predictors and causal filters for discrete-time signals
• Predictors for high frequency signals based on rational polynomial approximation of periodic exponentials
• Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data

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