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Evaluation of symmetric digital recursive filter prediction

Yu.N. Korzh, S.V. Somov, V.N. Kurchanov
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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.
Keywords: digital filter, the prediction error, a correlated random process
Reference:
Korzh, Yu.N., Somov, S.V. and Kurchanov, V.N. (2016), "Otsenka эffektyvnosty symmetrychnыkh tsyfrovыkh nerekursyvnыkh fyltrov predskazanyia" [Evaluation of symmetric digital recursive filter prediction], Information Processing Systems, Vol. 1(138), pp. 22-25.