On the Prediction of a Class of Wide-Sense Stationary Random Processes
- Autores
- Medina, Juan Miguel; Cernuschi Frias, Bruno
- Año de publicación
- 2011
- Idioma
- inglés
- Tipo de recurso
- artículo
- Estado
- versión publicada
- Descripción
- We prove that under suitable conditions, a multi-band wide sense stationary stochastic process can be linearly predicted at time with arbitrarily small error using past samples taken at uniform rate. This result generalizes previous similar results for band-limited signals. Moreover we prove that the prediction problem from uniform past samples is equivalent to a disjoint translates condition on the spectrum together with the divergence of a logarithmic integral. We also show that, for the band-limited case, under similar conditions, non uniform samples can be taken.
Fil: Medina, Juan Miguel. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Saavedra 15. Instituto Argentino de Matemática Alberto Calderon; Argentina
Fil: Cernuschi Frias, Bruno. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Saavedra 15. Instituto Argentino de Matemática Alberto Calderon; Argentina - Materia
-
Prediction
Stationary Random Processes
Statistical Signal Processing - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
- Repositorio
- Institución
- Consejo Nacional de Investigaciones Científicas y Técnicas
- OAI Identificador
- oai:ri.conicet.gov.ar:11336/19423
Ver los metadatos del registro completo
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On the Prediction of a Class of Wide-Sense Stationary Random ProcessesMedina, Juan MiguelCernuschi Frias, BrunoPredictionStationary Random ProcessesStatistical Signal Processinghttps://purl.org/becyt/ford/2.2https://purl.org/becyt/ford/2We prove that under suitable conditions, a multi-band wide sense stationary stochastic process can be linearly predicted at time with arbitrarily small error using past samples taken at uniform rate. This result generalizes previous similar results for band-limited signals. Moreover we prove that the prediction problem from uniform past samples is equivalent to a disjoint translates condition on the spectrum together with the divergence of a logarithmic integral. We also show that, for the band-limited case, under similar conditions, non uniform samples can be taken.Fil: Medina, Juan Miguel. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Saavedra 15. Instituto Argentino de Matemática Alberto Calderon; ArgentinaFil: Cernuschi Frias, Bruno. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Saavedra 15. Instituto Argentino de Matemática Alberto Calderon; ArgentinaInstitute of Electrical and Electronics Engineers2011-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/19423Medina, Juan Miguel; Cernuschi Frias, Bruno; On the Prediction of a Class of Wide-Sense Stationary Random Processes; Institute of Electrical and Electronics Engineers; IEEE Transactions On Signal Processing; 59; 1; 1-2011; 70-771053-587XCONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/http://ieeexplore.ieee.org/document/5590307/info:eu-repo/semantics/altIdentifier/doi/10.1109/TSP.2010.2081984info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T10:41:29Zoai:ri.conicet.gov.ar:11336/19423instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-29 10:41:29.646CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse |
dc.title.none.fl_str_mv |
On the Prediction of a Class of Wide-Sense Stationary Random Processes |
title |
On the Prediction of a Class of Wide-Sense Stationary Random Processes |
spellingShingle |
On the Prediction of a Class of Wide-Sense Stationary Random Processes Medina, Juan Miguel Prediction Stationary Random Processes Statistical Signal Processing |
title_short |
On the Prediction of a Class of Wide-Sense Stationary Random Processes |
title_full |
On the Prediction of a Class of Wide-Sense Stationary Random Processes |
title_fullStr |
On the Prediction of a Class of Wide-Sense Stationary Random Processes |
title_full_unstemmed |
On the Prediction of a Class of Wide-Sense Stationary Random Processes |
title_sort |
On the Prediction of a Class of Wide-Sense Stationary Random Processes |
dc.creator.none.fl_str_mv |
Medina, Juan Miguel Cernuschi Frias, Bruno |
author |
Medina, Juan Miguel |
author_facet |
Medina, Juan Miguel Cernuschi Frias, Bruno |
author_role |
author |
author2 |
Cernuschi Frias, Bruno |
author2_role |
author |
dc.subject.none.fl_str_mv |
Prediction Stationary Random Processes Statistical Signal Processing |
topic |
Prediction Stationary Random Processes Statistical Signal Processing |
purl_subject.fl_str_mv |
https://purl.org/becyt/ford/2.2 https://purl.org/becyt/ford/2 |
dc.description.none.fl_txt_mv |
We prove that under suitable conditions, a multi-band wide sense stationary stochastic process can be linearly predicted at time with arbitrarily small error using past samples taken at uniform rate. This result generalizes previous similar results for band-limited signals. Moreover we prove that the prediction problem from uniform past samples is equivalent to a disjoint translates condition on the spectrum together with the divergence of a logarithmic integral. We also show that, for the band-limited case, under similar conditions, non uniform samples can be taken. Fil: Medina, Juan Miguel. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Saavedra 15. Instituto Argentino de Matemática Alberto Calderon; Argentina Fil: Cernuschi Frias, Bruno. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Saavedra 15. Instituto Argentino de Matemática Alberto Calderon; Argentina |
description |
We prove that under suitable conditions, a multi-band wide sense stationary stochastic process can be linearly predicted at time with arbitrarily small error using past samples taken at uniform rate. This result generalizes previous similar results for band-limited signals. Moreover we prove that the prediction problem from uniform past samples is equivalent to a disjoint translates condition on the spectrum together with the divergence of a logarithmic integral. We also show that, for the band-limited case, under similar conditions, non uniform samples can be taken. |
publishDate |
2011 |
dc.date.none.fl_str_mv |
2011-01 |
dc.type.none.fl_str_mv |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion http://purl.org/coar/resource_type/c_6501 info:ar-repo/semantics/articulo |
format |
article |
status_str |
publishedVersion |
dc.identifier.none.fl_str_mv |
http://hdl.handle.net/11336/19423 Medina, Juan Miguel; Cernuschi Frias, Bruno; On the Prediction of a Class of Wide-Sense Stationary Random Processes; Institute of Electrical and Electronics Engineers; IEEE Transactions On Signal Processing; 59; 1; 1-2011; 70-77 1053-587X CONICET Digital CONICET |
url |
http://hdl.handle.net/11336/19423 |
identifier_str_mv |
Medina, Juan Miguel; Cernuschi Frias, Bruno; On the Prediction of a Class of Wide-Sense Stationary Random Processes; Institute of Electrical and Electronics Engineers; IEEE Transactions On Signal Processing; 59; 1; 1-2011; 70-77 1053-587X CONICET Digital CONICET |
dc.language.none.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
info:eu-repo/semantics/altIdentifier/url/http://ieeexplore.ieee.org/document/5590307/ info:eu-repo/semantics/altIdentifier/doi/10.1109/TSP.2010.2081984 |
dc.rights.none.fl_str_mv |
info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ |
eu_rights_str_mv |
openAccess |
rights_invalid_str_mv |
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ |
dc.format.none.fl_str_mv |
application/pdf application/pdf |
dc.publisher.none.fl_str_mv |
Institute of Electrical and Electronics Engineers |
publisher.none.fl_str_mv |
Institute of Electrical and Electronics Engineers |
dc.source.none.fl_str_mv |
reponame:CONICET Digital (CONICET) instname:Consejo Nacional de Investigaciones Científicas y Técnicas |
reponame_str |
CONICET Digital (CONICET) |
collection |
CONICET Digital (CONICET) |
instname_str |
Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.name.fl_str_mv |
CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.mail.fl_str_mv |
dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar |
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1844614446091075584 |
score |
13.070432 |