Predictability of sequences and subsequences with spectrum degeneracy at periodically located points

03/06/2018

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by   Nikolai Dokuchaev, et al.

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The paper established sufficient conditions of predictability with degeneracy for the spectrum at M-periodically located isolated points on the unit circle. It is also shown that m-periodic subsequences of these sequences are also predictable if m is a divisor of M. In addition, it is shown that compound sequences formed from these subsequences are also predictable. The predictability can be achieved for finite horizon with linear predictors defined by convolutions with certain kernels.