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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

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4.5. SYNTHETIC AND REAL DATA EXAMPLES 63<br />

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Figure 4.11: Same as the data in Figure 4.6. (a) Original data. (b) <strong>Prediction</strong> using<br />

the third order <strong>Volterra</strong> series with parameters p = 5, q = 5, and r = 5. (c) Error<br />

between original data and predicted data.<br />

4.5 Synthetic and Real Data Examples<br />

I examined the performance <strong>of</strong> the <strong>Volterra</strong> expansion with 2-D synthetic and real<br />

data examples consisting <strong>of</strong> linear and hyperbolic events. The examples are used to<br />

show that curved events can be predicted using nonlinear filtering techniques. The<br />

problem <strong>of</strong> random noise attenuation is not considered and I use these examples<br />

solely to validate our discussion about nonlinear predictions in the f − x domain.<br />

Therefore, all examples presented in this section are chosen from noise free data<br />

(Dc).<br />

In Figures 4.12(a), 4.13(a), and 4.14(a) I portray synthetic data that consists<br />

<strong>of</strong> two linear events. I use these data to compare predictions from the <strong>Volterra</strong><br />

series with linear prediction theory. Figures 4.12(b) and 4.14(b) correspond to the<br />

(c)

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