Universal linear prediction by model order weighting

DOI10.1109/78.790651zbMath1010.94005OpenAlexW2099830893MaRDI QIDQ2732868

Meir Feder, Andrew C. Singer

Publication date: 2 December 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0028e4fead96e46ed8019f67a0e260fdac994644

zbMATH Keywords

signal processinglinear predictionadaptive filterschannel equalizationsequential decision proceduresleast squares methodsmodel orderlearning systemsBayes proceduresuniversal coding theoryuniversal methods

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10) Coding theorems (Shannon theory) (94A24)

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