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On the prediction of a band-limited signal from past samples

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1 Author(s)

An alternate proof is given of a recent result due to A. Papoulis on predicting the current value of a wide-sense stationary band-limited random process in terms of its past samples. The possibility of such prediction is shown to be equivalent to the completeness of a certain set of complex exponentials on an interval, a property that also allows extension to the prediction of deterministic band-limited signals.

Published in:

Proceedings of the IEEE  (Volume:74 ,  Issue: 11 )