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Predictors for high frequency processes based on rational polynomials approximation of periodic exponentials
Published 1 Jul 2022 in stat.ME, cs.IT, math.IT, math.OC, math.PR, math.ST, and stat.TH | (2207.11124v3)
Abstract: The paper presents linear integral predictors for continuous time high-frequency signals with a a finite spectrum gap. The predictors are based on approximation of a complex valued periodic exponential (complex sinusoid) by rational polynomials.
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