ARMA MODELLING BY CASCADING A LINEAR-PREDICTOR AND A POLE-ZERO STRUCTURE.

Wasfy B. Mikhael, A. Spanias, F. Wu

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

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 languageEnglish (US)
Title of host publicationConference Record - Asilomar Conference on Circuits, Systems & Computers
EditorsDonald E. Kirk
PublisherIEEE
Pages53-60
Number of pages8
ISBN (Print)0818606738
StatePublished - Dec 1 1985
Externally publishedYes

Publication series

NameConference Record - Asilomar Conference on Circuits, Systems & Computers
ISSN (Print)0736-5861

ASJC Scopus subject areas

  • Engineering(all)

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  • Cite this

    Mikhael, W. B., Spanias, A., & Wu, F. (1985). ARMA MODELLING BY CASCADING A LINEAR-PREDICTOR AND A POLE-ZERO STRUCTURE. In D. E. Kirk (Ed.), Conference Record - Asilomar Conference on Circuits, Systems & Computers (pp. 53-60). (Conference Record - Asilomar Conference on Circuits, Systems & Computers). IEEE.