A note on the prediction error for small time lags into the future
نویسنده
چکیده
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.
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عنوان ژورنال:
- IEEE Trans. Information Theory
دوره 31 شماره
صفحات -
تاریخ انتشار 1985