DocumentCode
940720
Title
A note on the prediction error for small time lags into the future (Corresp.)
Author
Bucklew, James
Volume
31
Issue
5
fYear
1985
fDate
9/1/1985 12:00:00 AM
Firstpage
677
Lastpage
679
Abstract
Explicit expressions are derived for derivatives at zero lag of the mean-square prediction error for a class of random processes that includes those with rational power spectra. A simple random process not in the class is demonstrated. A sufficient condition for membership in the class is given.
Keywords
Extrapolation; Prediction methods; Differential equations; Electrical engineering; Error correction; Extrapolation; Filtering; Mathematics; Random processes; Sufficient conditions; Taylor series; Upper bound;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1985.1057093
Filename
1057093
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