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

DOI10.1109/18.9766MaRDI QIDQ3810752zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(4)

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

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