A WIDELY INFINITE PAST PREDICTION PROCEDURE

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

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.
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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