Abstract
The authors propose a two-stage predictor which is capable of predicting ARMA processes accurately with a reduced number of parameters at the expense of extra processing. This is achieved by cascading a classical linear predictor, where the constraint on the predictor order is relaxed, and a pole-zero recursivelike structure. A new optimum time-domain gradient algorithm for the linear prediction process is also presented. Computer simulations for both low- and high-order recursive filters show the excellent performance of the technique.
Original language | English (US) |
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Title of host publication | Proceedings - IEEE International Symposium on Circuits and Systems |
Publisher | IEEE |
Pages | 1107-1110 |
Number of pages | 4 |
State | Published - 1985 |
Externally published | Yes |
ASJC Scopus subject areas
- Electrical and Electronic Engineering
- Electronic, Optical and Magnetic Materials