Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies

Details Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies

2008-11-17

arxiv.org/abs/0811.2623v3

Signal processing (2010) 90 Iss. 2, 696--701.

Mathematics

Optimization and Control

11 pages

Scientific paper

The paper presents sufficient conditions of predictability for continuous time processes in deterministic setting. We found that processes with exponential decay on energy for higher frequencies are predictable in some weak sense on some finite time horizon defined by the rate of decay. Moreover, this predictability can be achieved uniformly over classes of processes. Some explicit formulas for predictors are suggested.

Affiliated with

Also associated with

No associations

Rating

Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-466363