Nonlinear adaptive prediction of nonstationary signals

We describe a computationally efficient scheme for the nonlinear adaptive prediction of nonstationary signals whose generation is governed by a nonlinear dynamical mechanism. The complete predictor consists of two subsections. One performs a nonlinear mapping from the input space to an intermediate space with the aim of linearizing the input signal, and the other performs a linear mapping from the new space to the output space. The nonlinear subsection consists of a pipelined recurrent neural network (PRNN), and the linear section consists of a conventional tapped-delay-line (TDL) filter. The nonlinear adaptive predictor described is of general application. The dynamic behavior of the predictor is demonstrated for the case of a speech signal; for this application, it is shown that the nonlinear adaptive predictor outperforms the traditional linear adaptive scheme in a significant way.<>