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 INFORMATION THEORY
Editorial:
IEEE
Referencias:
Lugar: New York USA; Año: 2008
ISSN:
0018-9448
Resumen:
We prove that under suitable conditions, a multi-band wide sense stationary stochastic process can be (linearly) predicted at time t with arbitrarely small error using past samples taken at uniform rate. This result genearlizes one obtained by A. Papoulis for band-limited signals. We also prove that for the band limited case, under similar conditions, non uniform samples can be taken.