Remarks on the minimum phase property of optimal prediction error filters and some related questions

1998 ◽  
Vol 5 (4) ◽  
pp. 87-88 ◽  
Author(s):  
W.F.G. Mecklenbrauker
Keyword(s):  
Prediction Error ◽  
Minimum Phase ◽  
Optimal Prediction ◽  
Phase Property

scholarly journals On the minimum phase property of prediction-error polynomials

1997 ◽  
Vol 4 (5) ◽  
pp. 126-127 ◽  
Author(s):  
P.P. Vaidyanathan ◽  
J. Tuqan ◽  
A. Kirac
Keyword(s):  
Prediction Error ◽  
Minimum Phase ◽  
Phase Property

Local optimal prediction: exploiting strangeness and the variation of sensitivity to initial condition

1994 ◽  
Vol 348 (1688) ◽  
pp. 371-381 ◽  
Keyword(s):  
Nonlinear System ◽  
State Space ◽  
Prediction Error ◽  
Prediction Accuracy ◽  
Accurate Prediction ◽  
Initial Condition ◽  
Optimal Prediction ◽  
Simple Test ◽  
Limited Data ◽  
Prediction Scheme

Accurate prediction of a nonlinear system from limited data requires sensitivity to the variation of the system’s properties in state space. Two aspects of this variability are examined, throwing new light on the ‘limits of predictability’ as well as individual predictions. A prediction scheme which embraces the variability both of dynamics and geometry is outlined and illustrated. The paper concludes with a discussion of residual predictability, proposing a simple test to detect systematic prediction error, which indicates that further improvement in prediction accuracy is possible.

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