1. Science
  2. Publications
  3. Information Processing Systems
  4. 1(138)'2016
  5. Evaluation of symmetric digital recursive filter prediction

Evaluation of symmetric digital recursive filter prediction

Yu.N. Korzh, S.V. Somov, V.N. Kurchanov
Annotations languages:

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