It can easily be verified that Eq. (28) is in agreement with Eq. (25) up to the first-order terms in woo Thus, whenever the frequency of band width variation is reasonably small by comparison with the mean band width, Eq. (28) provides an adequate approximation to the impulsive response of the network. A higher order approximation may be obtained, if necessary, by continuing the iteration beyond F 2.The theory of prediction described in this paper is essentially an extension of Wiener's theory. It differs from the latter in the following respects.1. The signal (message) component of the given time series is assumed to consist of two parts, (a) a nonrandom function of time which is representable as a polynomial of degree not greater than a specified number n and about which no information other than n is available; and (b) a stationary random function of time whic~ is described statistically by a given correlation function. (In Wiener's theory, the signal may not contam a non-random part except when such a part is a known function of time.) 2. The impulsive response of the predictor or, in other words, the weighting function used in the process of prediction is required to vanish outside of a specified time interval O~t~T. (In Wiener's theory T is assumed to be infinite.)The theory developed in this paper is applicable to a broader and more practical class of problems than that covered in Wiener's theory. As in Wiener's theory, the determination of the optimum predictor reduces to the solution of an integral equation which, however, is a modified form of the Wiener-Hopf equation. A simple method of solution of the equation is developed. This method can also be applied with advantage to the solution of the particular case considered by Wiener. The use of the theory is illustrated by several examples of practical interest.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.