Universal linear prediction by model order weighting
Publication:2732868
DOI10.1109/78.790651zbMath1010.94005MaRDI QIDQ2732868
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
signal processing; linear prediction; adaptive filters; channel equalization; sequential decision procedures; least squares methods; model order; learning systems; Bayes procedures; universal coding theory; universal methods
62M20: Inference from stochastic processes and prediction
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
94A17: Measures of information, entropy
62B10: Statistical aspects of information-theoretic topics
94A24: Coding theorems (Shannon theory)
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