Predictors for high frequency signals based on rational polynomial approximation of periodic exponentials

DOI10.1134/S003294602204007XMaRDI QIDQ6173475zbMATH OpenOpenAlexFDO

Authors Nikolai Dokuchaev

Publication date 21 July 2023

Published in Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2207.11124

zbMATH Keywords

forecastinghigh-frequency signalslinear predictorsperiodic exponentialstransfer functions

Mathematics Subject Classification ID

Approximation by polynomials (41A10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: The paper presents linear integral predictors for continuous time high-frequency signals with a a finite spectrum gap. The predictors are based on approximation of a complex valued periodic exponential (complex sinusoid) by rational polynomials.

Recommendations

• On linear weak predictability with single point spectrum degeneracy
• Analysis of the asymptotic impulse and frequency responses of polynomial predictors
• Difference Methods for the Prediction of Band-Limited Signals
• TIME SERIES ANALYSIS OF ECG: A POSSIBILITY OF THE INITIAL DIAGNOSTICS
• Performance of discrete-time predictors of continuous-time stationary processes

Cites work

• Detecting Intraday Periodicities with Application to High Frequency Exchange Rates
• Extracting information from mega‐panels and high‐frequency data
• scientific article; zbMATH DE number 774330 (Why is no real title available?)
• Interpolation of band-limited functions using the approximate prolate series (Corresp.)
• Linear prediction of bandlimited processes with flat spectral densities
• On data compression and recovery for sequences using constraints on the spectrum range
• On linear weak predictability with single point spectrum degeneracy
• Paley-Wiener functions with a generalized spectral gap
• The Econometrics of Ultra-high-frequency Data
• The predictability of band-limited, high-frequency and mixed processes in the presence of ideal low-pass filters

Cited in

(5)

• On linear weak predictability with single point spectrum degeneracy
• TIME SERIES ANALYSIS OF ECG: A POSSIBILITY OF THE INITIAL DIAGNOSTICS
• Near-ideal predictors and causal filters for discrete-time signals
• Applying IIR predictors on Rayleigh fading signal
• Analysis of the asymptotic impulse and frequency responses of polynomial predictors

This page was built for publication: Predictors for high frequency signals based on rational polynomial approximation of periodic exponentials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6173475)