The effect of high-frequency filtering on the characteristics of a random process as applied to the implementation of the linear-predictor model by the method of Fourier holography

Бекяшева З.С., Павлов А.В. Влияние высокочастотной фильтрации на характеристики случайного процесса применительно к реализации модели линейного предсказателя методом голографии Фурье // Оптический журнал. 2010. Т. 77. № 2. С. 44–50.

Bekyasheva Z.S., Pavlov A.V. The effect of high-frequency filtering on the characteristics of a random process as applied to the implementation of the linear-predictor model by the method of Fourier holography [in Russian] // Opticheskii Zhurnal. 2010. V. 77. № 2. P. 44–50.

Z. S. Bekyasheva and A. V. Pavlov, "The effect of high-frequency filtering on the characteristics of a random process as applied to the implementation of the linear-predictor model by the method of Fourier holography," Journal of Optical Technology. 77(2), 113-118 (2010). https://doi.org/10.1364/JOT.77.000113

This paper discusses how the filtering that results from the limited dynamic range of a holographic recording medium affects the characteristics of a random process as applied to the implementation of the linear-predictor model by the method Fourier of holography. With numerical modelling, models of the filters are used that are adequate for the actual characteristics of the holographic recording media. Dependences are obtained that connect the stability estimate with the characteristics of the random process and the filter.

The research was supported by RFBR (grants Nos. 09-01-00165-а and 09-02-00223-а).