Abstract
The signal subspace technique for state reduction in nonlinear Volterra series (VS) and radial basis function (RBF) predictors are examined. The concept of applying signal subspace techniques to nonlinear prediction problems was first presented by Mulgrew et al. (see IEE Colloquium on Adaptive Filters, 1991). Since then, two alternative approaches (the indirect method and the direct method) have been developed. Results are presented which demonstrate the effectiveness of these techniques when applied to the prediction of chaotic time series
Original language | English |
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Publication status | Published - Feb 1993 |
Externally published | Yes |
Event | IEE Colloquium New Directions in Adaptive Signal Processing - London Duration: 16 Feb 1993 → 16 Feb 1993 |
Conference
Conference | IEE Colloquium New Directions in Adaptive Signal Processing |
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City | London |
Period | 16/02/93 → 16/02/93 |
Keywords
- adaptive nonlinear prediction ,
- state reduction
- signal subspace technique
- nonlinear Volterra series
- radial basis function
- chaotic time series