1. Science
  2. Publications
  3. Information Processing Systems
  4. 2(148)'2017
  5. Efficiency of non-recursive filters of prediction for non-stationary casual processes

Efficiency of non-recursive filters of prediction for non-stationary casual processes

Y.N. Korzh, A.I. Tyrtyshnikov, S.V. Somov, P.N. Groza, O.V. Teslenko
Annotations languages:

In the article efficiency of non-recursive digital filters of prediction on the criterion of minimum of middling quadratic error is appraised in the conditions of casual transients. It is shown that at that rate exactness of estimation depends on the order of filter and gets worse with the increase of speed of change of dispersion of process.
Keywords: digital filter, error of prediction, casual correlated process