Wasfy B. Mikhael, Andreas Spanias, Frank H. Wu

Research output: Chapter in Book/Report/Conference proceedingConference contribution


The authors propose a two-stage predictor which is capable of predicting ARMA processes accurately with a reduced number of parameters at the expense of extra processing. This is achieved by cascading a classical linear predictor, where the constraint on the predictor order is relaxed, and a pole-zero recursivelike structure. A new optimum time-domain gradient algorithm for the linear prediction process is also presented. Computer simulations for both low- and high-order recursive filters show the excellent performance of the technique.

Original languageEnglish (US)
Title of host publicationProceedings - IEEE International Symposium on Circuits and Systems
Number of pages4
StatePublished - 1985
Externally publishedYes

ASJC Scopus subject areas

  • Electrical and Electronic Engineering
  • Electronic, Optical and Magnetic Materials


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