The article deals with the issue of increasing the efficiency of non-recursive digital filter prediction of the criterion of minimum mean squared error. It is shown that for stationary and non-stationary random processes more accurate assessment provides a filter with a symmetric impulse response.
digital filter, the prediction error, a correlated random process
“Otsenka effektivnosti simmetrichnykh tsifrovykh nerekursivnykh filtrov predskazaniia” [Evaluation of symmetric digital recursive filter prediction],
Information Processing Systems,