A two-stage predictor is proposed. It is capable of predicting ARMA processes accurately with a small number of parameters. This is achieved by cascading a classical linear predictor, where the constraint on the predictor order is relaxed, and a pole-zero recursivelike structure. Two adaptive algorithms that were found useful in the proposed structure are given. Simulations were carried out successfully. Sample results are given to demonstrate the excellent performance of the proposed technique.
|Original language||English (US)|
|Title of host publication||Conference Record - Asilomar Conference on Circuits, Systems & Computers|
|Editors||Donald E. Kirk|
|Number of pages||8|
|State||Published - Dec 1 1985|
|Name||Conference Record - Asilomar Conference on Circuits, Systems & Computers|
ASJC Scopus subject areas