DocumentCode
908621
Title
Linear optimum predictors
Author
Wolff, Stivhen S. ; Gastwirth, Jospeh L. ; Thomas, John B.
Volume
13
Issue
1
fYear
1967
fDate
1/1/1967 12:00:00 AM
Firstpage
30
Lastpage
32
Abstract
The least mean square error predictor is shown to be linear for a class of processes that are generated by passing independent white noise through a minimum-phase linear filter. Many random processes generated in this way are non-Gaussian.
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1967.1053966
Filename
1053966
Link To Document