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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 1983 Volume 19, Issue 4, Pages 31–42 (Mi ppi1200)

Methods of Signal Processing

Minimax Extrapolation of Sequences

G. K. Golubev, M. S. Pinsker


Abstract: The article considers optimal minimax extrapolation by $m$ steps for sequences that are the responses of a linear filter.

UDC: 621.391.15

Received: 23.02.1982


 English version:
Problems of Information Transmission, 1983, 19:4, 275–283

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© Steklov Math. Inst. of RAS, 2024