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Nonlinear adaptive prediction of nonstationary...
Journal article

Nonlinear adaptive prediction of nonstationary signals

Abstract

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 …

Authors

Haykin S; Li L

Journal

IEEE Transactions on Signal Processing, Vol. 43, No. 2, pp. 526–535

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Publication Date

1995

DOI

10.1109/78.348134

ISSN

1053-587X