By Topic

On the design of nonlinear discrete-time predictors (Corresp.)

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

4 Author(s)

The problem of minimum mean-squared error prediction of a discrete-time random process using a nonlinear filter consisting of a zero-memory nonlinearity followed by a linear filter is studied. Classes of random processes for which the best predictor is realizable using a nonlinear filter of the above form are discussed. For those random processes for which the best predictor is not realizable using the above nonlinear filter, an iterative procedure is presented for finding a suboptimal nonlinear filter; special attention is directed to the case where the nonlinearity is a polynomial. Also, a noniterative approach based on nonlinear regression is presented.

Published in:

IEEE Transactions on Information Theory  (Volume:28 ,  Issue: 2 )