Title :
Two-sided linear prediction and reconstruction of a stationary time series
Author_Institution :
Div. of Optimization & Syst. Theory, R. Inst. of Technol., Stockholm, Sweden
fDate :
12/1/1995 12:00:00 AM
Abstract :
The problem of two-sided linear prediction and reconstruction of a stationary process y on a finite interval is solved
Keywords :
prediction theory; signal reconstruction; time series; finite interval; signal processing; stationary time series; two-sided linear prediction; two-sided linear reconstruction; Circuits; Cutoff frequency; Design methodology; Digital filters; Digital signal processing; Filtering; Finite impulse response filter; Passband; Random processes; Signal processing;
Journal_Title :
Signal Processing, IEEE Transactions on
