Title :
Linear optimum predictors
Author :
Wolff, Stivhen S. ; Gastwirth, Jospeh L. ; Thomas, John B.
fDate :
1/1/1967 12:00:00 AM
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.
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1967.1053966
