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The most important property of a prediction-error filter
or PEF is that
its output tends to a white spectrum (to be proven here).
No matter what the input to this filter,
its output tends to whiteness as the number of the coefficients
tends to infinity.
Thus, the PE filter adapts itself to the input
by absorbing all its color.
This has important statistical implications and
important geophysical implications.

** Next:** Spectral estimation
** Up:** PREDICTION-ERROR FILTER OUTPUT IS
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Stanford Exploration Project

4/27/2004