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Soner Bekleric Title of Thesis: Nonlinear Prediction via Volterra Ser

Soner Bekleric Title of Thesis: Nonlinear Prediction via Volterra Ser

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4.2. ANALYSIS OF OPTIMUM FILTER LENGTH 50<br />

Sj =<br />

p<br />

A e<br />

n=1<br />

−ikn(j−1)δx<br />

= a1Sj−1 + a2Sj−2 + · · · + apSj−p<br />

<br />

Recursion <strong>of</strong> order p<br />

(4.8)<br />

The coefficients <strong>of</strong> the recursion are also called prediction error coefficients when<br />

related to the wave number <strong>of</strong> each linear event. These coefficients can be found<br />

using a least squares solution as presented in Chapters 2 and 3.<br />

The f − x domain noise prediction algorithm can simply be summarized to<br />

predict both data and noise as follows:<br />

• Original data in t − x,<br />

• Transform data to the f − x domain,<br />

• For each frequency f,<br />

• Find m that solves d=Am+ e,<br />

• Use m to predict data and noise,<br />

d = Am<br />

e = d- d<br />

• Transform back to the t − x domain.<br />

4.2 Analysis <strong>of</strong> Optimum Filter Length<br />

In a AR model <strong>of</strong> order (p), the best filter length p is not usually known. To<br />

continue our analysis I will define two measures <strong>of</strong> goodness <strong>of</strong> fit. For that purpose

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