| 摘要 |
A method of prediction is suggested for the characteristics of future values of processes that can be expressed as integrals over future times with different weight functions (kernels), or as anticausal convolution integrals. In particular, all band-limited processes processes are predictable in this sense, as well as high-frequency processes, with zero energy at low frequencies. In addition, process of mixed type can still be predicted using low-pass filter and high-pass filter for this process, to provide separation on low-band and high frequency processes. It is allowed that an outcome of low-pass filter be not a purely band-limited process, but have exponential decay of energy on high frequencies. The algorithm suggested consists of two blocks: separation of a process on band-limited and high-frequency components, and approximation of the transfer function of the anticausal integral that has to be predicted by transfer functions for causal convolution integrals. This approximation has to be done separately for high frequency domain and low band domain.
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