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Название: Nonlinear Prediction Ladder-Filters for Higher-Order Stochastic Sequences
Автор: Zarzycki J.
Аннотация:
In this work we shall be concerned with the problem of nonlinear least-squares prediction of higher-order stochastic sequences using nonlinear orthogonal digital filters. The nonlinear problem will be considered as a generalization of the linear least-squares prediction problem.