Causal band-limitness and predictability criterions for one-sided sequences

Abstract

The paper studies frequency characteristics and predictability of real sequences, i.e., discrete time processes in deterministic setting. We consider band-limitness and predictability of one-sided sequences. We establish predictability of some classes of sequences, and we suggest predictors represented by causal convolution sums over past times.

Bandlimited sequences, one-sided sequences, discrete time systems, prediction, Szegö-Kolmogorov Theorem

References in corpus (2)

• Predictors for discrete time processes with energy decay on higher frequencies
• On predictors for band-limited and high-frequency time series