Artículos de revistas
Sobre la síntesis de sistemas lineales para la predicción de señales caóticas
Autor
MEDINA , ALEJANDRO
Institución
Resumen
THE METHOD RECENTLY DEVELOPED BY M.V. CERRILLO, FOR SYNTHESIS IN THE TIME DOMAIN USING WINDOW DISTRIBUTIONS CAN BE SUCCESSFULLY USED FOR TRANSMISSION AND PREDICTION PROBLEMS INVOLVING RANDOM FUNCTIONS . IN THIS PAPER IT IS SHOWN THAT FOR A STATIONARY STOCHASTIC PROCESS SUBJECTED TO CERTAIN RESTRICTIONS, AN ADEQUATE WINDOW DISTRIBUTION CAN BE OBTAINED PROVIDING AN OPTIMUM FILTERING IN THE SENSE OF THE LEAST SQUARE ERROR. TWO METHODS FOR THE CALCULATION OF THE AREAS OF THE WINDOWS ARE PRODUCED YIELDING TWO DIFFERENT TYPES OF APPROXIMATIONS. IN BOTH CASES THE PERTINENT AREAS DEPEND ON DETERMINANTS WHOSE COEFFICIENTS CAN BE CALCULATED FROM AN APPROPIATE SAMPLING OF THE CORRELATION FUNCTIONS. THE METHOD RECENTLY DEVELOPED BY M.V. CERRILLO, FOR SYNTHESIS IN THE TIME DOMAIN USING WINDOW DISTRIBUTIONS CAN BE SUCCESSFULLY USED FOR TRANSMISSION AND PREDICTION PROBLEMS INVOLVING RANDOM FUNCTIONS . IN THIS PAPER IT IS SHOWN THAT FOR A STATIONARY STOCHASTIC PROCESS SUBJECTED TO CERTAIN RESTRICTIONS, AN ADEQUATE WINDOW DISTRIBUTION CAN BE OBTAINED PROVIDING AN OPTIMUM FILTERING IN THE SENSE OF THE LEAST SQUARE ERROR. TWO METHODS FOR THE CALCULATION OF THE AREAS OF THE WINDOWS ARE PRODUCED YIELDING TWO DIFFERENT TYPES OF APPROXIMATIONS. IN BOTH CASES THE PERTINENT AREAS DEPEND ON DETERMINANTS WHOSE COEFFICIENTS CAN BE CALCULATED FROM AN APPROPIATE SAMPLING OF THE CORRELATION FUNCTIONS.