A WIDELY INFINITE PAST PREDICTION PROCEDURE

Jesús Navarro-Moreno, Rosa M. Fernández-Alcalá, Juan C. Ruiz-Molina, Antonia Oya

2011

Abstract

Using a widely linear (WL) processing, a prediction algorithm has been designed for WL transfer function models in terms of an infinite number of past observations. This algorithm leads to a suboptimum infinite past predictor which approximates the optimal predictor based on a finite past information when the size of the series goes to infinite. Hence, the applicability of our solution lies in those situations where the predictor based on a finite past is difficult to obtain.

References

  1. Box, G. and Jenkins, G. (1970). Time Series Analysis: Forecasting and Control. Holden-Day, San Francisco.
  2. Brockwell, P. and Davis, R. (1991). Time Series: Theory and Methods. Springer-Verlag, New York, 2nd edition.
  3. Mandic, D. P. and Goh, V. S. L. (2009). Complex Valued Nonlinear Adaptative Filters. Noncircularity, Widely Linear and Neural Models. Wiley.
Download


Paper Citation


in Harvard Style

Navarro-Moreno J., M. Fernández-Alcalá R., C. Ruiz-Molina J. and Oya A. (2011). A WIDELY INFINITE PAST PREDICTION PROCEDURE . In Proceedings of the 8th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-8425-74-4, pages 441-444. DOI: 10.5220/0003544704410444


in Bibtex Style

@conference{icinco11,
author={Jesús Navarro-Moreno and Rosa M. Fernández-Alcalá and Juan C. Ruiz-Molina and Antonia Oya},
title={A WIDELY INFINITE PAST PREDICTION PROCEDURE},
booktitle={Proceedings of the 8th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2011},
pages={441-444},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003544704410444},
isbn={978-989-8425-74-4},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 8th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - A WIDELY INFINITE PAST PREDICTION PROCEDURE
SN - 978-989-8425-74-4
AU - Navarro-Moreno J.
AU - M. Fernández-Alcalá R.
AU - C. Ruiz-Molina J.
AU - Oya A.
PY - 2011
SP - 441
EP - 444
DO - 10.5220/0003544704410444