18.08.2013 Views

Soner Bekleric Title of Thesis: Nonlinear Prediction via Volterra Ser

Soner Bekleric Title of Thesis: Nonlinear Prediction via Volterra Ser

Soner Bekleric Title of Thesis: Nonlinear Prediction via Volterra Ser

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

List <strong>of</strong> Figures<br />

2.1 AR IIR filter representation. . . . . . . . . . . . . . . . . . . . . . . 10<br />

2.2 The trade-<strong>of</strong>f parameter µ estimates the optimum solution. . . . . . 19<br />

2.3 1-D synthetic data for comparison <strong>of</strong> prediction between linear pre-<br />

diction theories. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21<br />

2.4 Arctic Oscillation data for standardized nonlinear sea-level pressures<br />

for comparison <strong>of</strong> prediction between linear prediction theories. . . . 22<br />

2.5 PSD Estimation <strong>of</strong> Arctic Oscillation data for standardized nonlinear<br />

sea-level pressures. . . . . . . . . . . . . . . . . . . . . . . . . . . . 24<br />

3.1 Schematic representation <strong>of</strong> a system characterized by a third-order<br />

<strong>Volterra</strong> series. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28<br />

3.2 Frequency domain <strong>Volterra</strong> model <strong>of</strong> a cubic nonlinear system. . . . 29<br />

3.3 <strong>Volterra</strong> AR diagram. . . . . . . . . . . . . . . . . . . . . . . . . . . 34<br />

3.4 1-D synthetic data for comparison <strong>of</strong> prediction between linear pre-<br />

diction theory and third order <strong>Volterra</strong> series. . . . . . . . . . . . . 42<br />

3.5 1-D synthetic data. . . . . . . . . . . . . . . . . . . . . . . . . . . . 43<br />

3.6 Arctic Oscillation data for standardized nonlinear sea-level pressures<br />

for comparison <strong>of</strong> prediction between linear prediction theory and<br />

third order <strong>Volterra</strong> series. . . . . . . . . . . . . . . . . . . . . . . . 44<br />

3.7 Arctic Oscillation data for standardized nonlinear sea-level pressures. 45<br />

4.1 Optimum filter length for the data in Figure 4.2. . . . . . . . . . . 52<br />

4.2 Synthetic data example for different filter lengths. . . . . . . . . . 53<br />

4.3 (a) <strong>Prediction</strong> <strong>of</strong> Figure 4.2(b) (p = 3). (b) The error between origi-<br />

nal data and predicted data. . . . . . . . . . . . . . . . . . . . . . . 54<br />

5

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!