TWO STAGE APPROACH FOR ADAPTIVE PREDICTION OF ARMA PROCESSES.

Wasfy B. Mikhael, Andreas Spanias, Frank Wu

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

1 Scopus citations

Abstract

A two-stage predictor is proposed. It is capable of predicting ARMA processes accurately with a reduced number of parameters. This is achieved by cascading a classical linear predictor, where the constraint of the predictor order is relaxed, and a pole-zero recursivelike structure. Adaptive algorithms and sample results are given to demonstrate the excellent performance of the proposed technique.

Original languageEnglish (US)
Title of host publicationICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
PublisherIEEE
Pages1505-1508
Number of pages4
StatePublished - 1985
Externally publishedYes

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering
  • Acoustics and Ultrasonics

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  • Cite this

    Mikhael, W. B., Spanias, A., & Wu, F. (1985). TWO STAGE APPROACH FOR ADAPTIVE PREDICTION OF ARMA PROCESSES. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings (pp. 1505-1508). IEEE.