TWO-STAGE POLE-ZERO PREDICTOR.

W. B. Mikhael; A. S. Spanias; G. Kang; L. Fransen

doi:10.1109/tcs.1986.1085908

TWO-STAGE POLE-ZERO PREDICTOR.

W. B. Mikhael, A. S. Spanias, G. Kang, L. Fransen

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

A two-stage pole-zero predictor is proposed which is capable of predicting minimum phase auto regressive moving average (ARMA) processes accurately with a reduced number of parameters. This is achieved by cascading the classical predictor (1st stage), and the pole-zero recursive-like structure (2nd stage). The constraint on the order of the first stage is relaxed since the unknown process is actually represented by the parameters of the second stage. Computer simulations for both low- and high-order ARMA processes are given to demonstrate the excellent performance of the proposed technique.

Original language	English (US)
Pages (from-to)	352-354
Number of pages	3
Journal	IEEE transactions on circuits and systems
Volume	CAS-33
Issue number	3
DOIs	https://doi.org/10.1109/tcs.1986.1085908
State	Published - 1986
Externally published	Yes

ASJC Scopus subject areas

General Engineering

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title = "TWO-STAGE POLE-ZERO PREDICTOR.",

abstract = "A two-stage pole-zero predictor is proposed which is capable of predicting minimum phase auto regressive moving average (ARMA) processes accurately with a reduced number of parameters. This is achieved by cascading the classical predictor (1st stage), and the pole-zero recursive-like structure (2nd stage). The constraint on the order of the first stage is relaxed since the unknown process is actually represented by the parameters of the second stage. Computer simulations for both low- and high-order ARMA processes are given to demonstrate the excellent performance of the proposed technique.",

author = "Mikhael, {W. B.} and Spanias, {A. S.} and G. Kang and L. Fransen",

year = "1986",

doi = "10.1109/tcs.1986.1085908",

language = "English (US)",

volume = "CAS-33",

pages = "352--354",

journal = "IEEE transactions on circuits and systems",

issn = "0098-4094",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

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T1 - TWO-STAGE POLE-ZERO PREDICTOR.

AU - Mikhael, W. B.

AU - Spanias, A. S.

AU - Kang, G.

AU - Fransen, L.

PY - 1986

Y1 - 1986

N2 - A two-stage pole-zero predictor is proposed which is capable of predicting minimum phase auto regressive moving average (ARMA) processes accurately with a reduced number of parameters. This is achieved by cascading the classical predictor (1st stage), and the pole-zero recursive-like structure (2nd stage). The constraint on the order of the first stage is relaxed since the unknown process is actually represented by the parameters of the second stage. Computer simulations for both low- and high-order ARMA processes are given to demonstrate the excellent performance of the proposed technique.

AB - A two-stage pole-zero predictor is proposed which is capable of predicting minimum phase auto regressive moving average (ARMA) processes accurately with a reduced number of parameters. This is achieved by cascading the classical predictor (1st stage), and the pole-zero recursive-like structure (2nd stage). The constraint on the order of the first stage is relaxed since the unknown process is actually represented by the parameters of the second stage. Computer simulations for both low- and high-order ARMA processes are given to demonstrate the excellent performance of the proposed technique.

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EP - 354

JO - IEEE transactions on circuits and systems

JF - IEEE transactions on circuits and systems

IS - 3

ER -

TWO-STAGE POLE-ZERO PREDICTOR.

Abstract

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