31 citations · 137 across the 73 of their papers we have counts for
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math.OC2011★ 31 cited
Predictors for discrete time processes with energy decay on higher frequencies
Nikolai Dokuchaev
The predictability of discrete-time processes is studied in a deterministic setting. A family of one-step-ahead predictors is suggested for processes of which the energy decays at…
math.OC2011
On causal band-limited mean square approximation
Nikolai Dokuchaev
We study causal dynamic approximation of non-bandlimited processes by band-limited processes such that a part of the historical path of the underlying process is approximated in $L…
math.OC2011
Frequency Theorem for discrete time stochastic system with multiplicative noise
Peter Situmbeko Nalitolela, Nikolai Dokuchaev
In this paper we consider the problem of minimizing a quadratic functional for a discrete-time linear stochastic system with multiplicative noise, on a standard probability space,…