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

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

4.5. SYNTHETIC AND REAL DATA EXAMPLES 67<br />

Time (s)<br />

Time (s)<br />

0<br />

0.2<br />

0.4<br />

0.6<br />

0<br />

0.2<br />

0.4<br />

0.6<br />

Traces<br />

10 20<br />

(a)<br />

Traces<br />

10 20<br />

(d)<br />

Time (s)<br />

Time (s)<br />

0<br />

0.2<br />

0.4<br />

0.6<br />

0<br />

0.2<br />

0.4<br />

0.6<br />

Traces<br />

10 20<br />

(b)<br />

Traces<br />

10 20<br />

(e)<br />

Time (s)<br />

Time (s)<br />

0<br />

0.2<br />

0.4<br />

0.6<br />

0<br />

0.2<br />

0.4<br />

0.6<br />

Traces<br />

10 20<br />

(c)<br />

Traces<br />

10 20<br />

Figure 4.14: 2-D synthetic data. (a) Original data. (b) <strong>Prediction</strong> using a thirdorder<br />

<strong>Volterra</strong> series with parameters p = 3, q = 3, and r = 3. (c) Contribution<br />

from the linear part. (d) Contribution from the quadratic part. (e) Contribution<br />

from the cubic part. (f) Contribution from both quadratic and cubic parts (q = 3,<br />

and r = 3).<br />

In Figure 4.16(c) I portray the contribution due to the linear terms <strong>of</strong> a third-<br />

order <strong>Volterra</strong> series to predicted data in Figure 4.16(b) due to the linear terms <strong>of</strong><br />

third order <strong>Volterra</strong> series. Note that this contribution is negligible. Figures 4.16(d)<br />

and 4.16(e) illustrate the parts <strong>of</strong> the prediction associated with quadratic (q = 6)<br />

and cubic (r = 6) terms in the third-order <strong>Volterra</strong> series. Figure 4.16(f) shows the<br />

(f)

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

Saved successfully!

Ooh no, something went wrong!