Linear optimum predictors
- 1 January 1967
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 13 (1) , 30-32
- https://doi.org/10.1109/TIT.1967.1053966
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.Keywords
This publication has 5 references indexed in Scilit:
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961
- On a characterization of processes for which optimal mean-square systems are of specified formIEEE Transactions on Information Theory, 1960
- Amplitude Distribution of Shot NoiseBell System Technical Journal, 1960
- A Simplified Derivation of Linear Least Square Smoothing and Prediction TheoryProceedings of the IRE, 1950
- A Heuristic Exposition of Wiener's Mathematical Theory of Prediction and FilteringJournal of Mathematics and Physics, 1947