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dc.contributor.author
Medina, Juan Miguel
dc.contributor.author
Cernuschi Frias, Bruno
dc.date.available
2017-07-03T21:18:20Z
dc.date.issued
2011-01
dc.identifier.citation
Medina, Juan Miguel; Cernuschi Frias, Bruno; On the Prediction of a Class of Wide-Sense Stationary Random Processes; Institute of Electrical and Electronics Engineers; IEEE Transactions On Signal Processing; 59; 1; 1-2011; 70-77
dc.identifier.issn
1053-587X
dc.identifier.uri
http://hdl.handle.net/11336/19423
dc.description.abstract
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.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Institute of Electrical and Electronics Engineers
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
Prediction
dc.subject
Stationary Random Processes
dc.subject
Statistical Signal Processing
dc.subject.classification
Ingeniería de Sistemas y Comunicaciones
dc.subject.classification
Ingeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la Información
dc.subject.classification
INGENIERÍAS Y TECNOLOGÍAS
dc.title
On the Prediction of a Class of Wide-Sense Stationary Random Processes
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2017-07-03T16:49:42Z
dc.journal.volume
59
dc.journal.number
1
dc.journal.pagination
70-77
dc.journal.pais
Estados Unidos
dc.journal.ciudad
Nueva York
dc.description.fil
Fil: Medina, Juan Miguel. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Saavedra 15. Instituto Argentino de Matemática Alberto Calderon; Argentina
dc.description.fil
Fil: Cernuschi Frias, Bruno. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Saavedra 15. Instituto Argentino de Matemática Alberto Calderon; Argentina
dc.journal.title
IEEE Transactions On Signal Processing
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/http://ieeexplore.ieee.org/document/5590307/
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1109/TSP.2010.2081984
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