Nonlinear prediction ladder-filters for higher-order stochastic sequences

MaRDI QIDQ1059042zbMATH OpenFDO

Authors Jan Zarzycki

Publication date 1985

Published in Lecture Notes in Control and Information Sciences (Search for Journal in Brave)

zbMATH Keywords

algorithmsfilters of the Volterra-Wiener classhigher-order stochastic sequencesnonlinear least squares predictionnonlinear orthogonal digital filters

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Review text

These notes deal with the problem of nonlinear least squares prediction of higher-order stochastic sequences using nonlinear orthogonal digital filters, and presents efficient algorithms for computation of filters of the Volterra-Wiener class. Chapter 1 introduces the subject, chapter 2 introduces the nonlinear least sequences prediction problem algebraically and geometrically, chapter 3 presents recursive geometric solutions to the nonstationary nonlinear prediction problem and chapter 4 is devoted to the problem of complexity induction in the nonlinear ladder-filter.

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