On a sequential regression predictor

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On a sequential regression predictor

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© The Institution of Electrical Engineers
Published

This communication is concerned with the notion of adaptive prediction via sequential regression. The related predictor involves a finite impulse response (f.i.r.) digital filter, and is implemented using a sequential regression (s.e.r.) algorithm which was published recently. Experimental results are presented, and for the purposes of comparison, corresponding results obtained via the Widrow algorithm2 are also included.

Inspec keywords: adaptive systems; digital filters; filtering and prediction theory

Other keywords: finite impulse response digital filters; sequential regression predictor; adaptive systems; adaptive prediction

Subjects: Information theory; Digital filters; Digital filters; Signal processing and detection; Self-adjusting control systems

References

    1. 1)
      • Stearns, S.D., Elliott, G.R., Ahmed, N.: `On adaptive recursive filtering', Proceedings of the 10th asilomar conference on circuits and systems, 1976, p. 5.
    2. 2)
      • N. Ahmed . Sequential regression considerations of adaptive filtering. Electron. Lett.
    3. 3)
      • B. Widrow . Adaptive noise cancelling: principles and applications. Proc. IEEE.
    4. 4)
      • D. Graupe . (1972) , Identification of systems.
http://iet.metastore.ingenta.com/content/journals/10.1049/el_19780080
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