Nonlinear prediction ladder-filters for higher-order stochastic sequences (Q1059042)
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scientific article; zbMATH DE number 3902522
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear prediction ladder-filters for higher-order stochastic sequences |
scientific article; zbMATH DE number 3902522 |
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Nonlinear prediction ladder-filters for higher-order stochastic sequences (English)
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1985
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These notes deal with the problem of nonlinear least squares prediction of higher-order stochastic sequences using nonlinear orthogonal digital filters, and presents efficient algorithms for computation of filters of the Volterra-Wiener class. Chapter 1 introduces the subject, chapter 2 introduces the nonlinear least sequences prediction problem algebraically and geometrically, chapter 3 presents recursive geometric solutions to the nonstationary nonlinear prediction problem and chapter 4 is devoted to the problem of complexity induction in the nonlinear ladder-filter.
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nonlinear least squares prediction
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higher-order stochastic sequences
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nonlinear orthogonal digital filters
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algorithms
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filters of the Volterra-Wiener class
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