中国物理B ›› 2001, Vol. 10 ›› Issue (5): 390-394.doi: 10.1088/1009-1963/10/5/305
张家树, 肖先赐
Zhang Jia-shu (张家树), Xiao Xian-ci (肖先赐)
摘要: A multistage adaptive higher-order nonlinear finite impulse response (MAHONFIR) filter is proposed to predict chaotic time series. Using this approach, we may readily derive the decoupled parallel algorithm for the adaptation of the coefficients of the MAHONFIR filter, to guarantee a more rapid convergence of the adaptive weights to their optimal values. Numerical simulation results show that the MAHONFIR filters proposed here illustrate a very good performance for making an adaptive prediction of chaotic time series.
中图分类号: (Time series analysis)