IAM   02674
INSTITUTO ARGENTINO DE MATEMATICA ALBERTO CALDERON
Unidad Ejecutora - UE
artículos
Título:
ON THE PREDICTION OF A CLASS OF WIDE SENSE STATIONARY RANDOM PROCESSES
Autor/es:
JUAN MIGUEL MEDINA; BRUNO CERNUSCHI FR√ćAS
Revista:
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Editorial:
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
Referencias:
Lugar: New York USA; Año: 2011 p. 70 - 70
ISSN:
1053-587X
Resumen:
We prove that under suitable conditions, a multi-band wide sense stationary stochastic process can be linearly predicted at time with arbitrarily small error using past samples taken at uniform rate. This result generalizes previous similar results for band-limited signals. Moreover we prove that the prediction problem from uniform past samples is equivalent to a disjoint translates condition on the spectrum together with the divergence of a logarithmic integral. We also show that, for the band-limited case, under similar conditions, non uniform samples can be taken.