ON THE PREDICTION OF (WIDE SENSE) STATIONARY RANDOM

JUAN MIGUEL MEDINA; BRUNO CERNUSCHI FRÍAS

Universidad de Buenos Aires, Buenos Aires, Argentina

Congreso; IV Congreso Internacional de Matemática Aplicada a la Ingeniería, InMat 2008; 2008

UBA-CONICET

Abstract. We prove that under suitable conditions, a multi-band wide sense stationary signal/stochastic process can be (linearely) predicted at time t with arbitrarely small error using past samples taken at uniform rate. This result generalizes one obtained by A. Papoulis for band-limited signals . error using past samples taken at uniform rate. This result generalizes one obtained by A. Papoulis for band-limited signals . signal/stochastic process can be (linearely) predicted at time t with arbitrarely small error using past samples taken at uniform rate. This result generalizes one obtained by A. Papoulis for band-limited signals . error using past samples taken at uniform rate. This result generalizes one obtained by A. Papoulis for band-limited signals . We prove that under suitable conditions, a multi-band wide sense stationary signal/stochastic process can be (linearely) predicted at time t with arbitrarely small error using past samples taken at uniform rate. This result generalizes one obtained by A. Papoulis for band-limited signals . error using past samples taken at uniform rate. This result generalizes one obtained by A. Papoulis for band-limited signals . t with arbitrarely small error using past samples taken at uniform rate. This result generalizes one obtained by A. Papoulis for band-limited signals .