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Chinese Physics, 2001, Vol. 10(5): 390-394    DOI: 10.1088/1009-1963/10/5/305
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MULTISTAGE ADAPTIVE HIGHER-ORDER NONLINEAR FINITE IMPULSE RESPONSE FILTERS FOR CHAOTIC TIME SERIES PREDICTIONS

Zhang Jia-shu (张家树), Xiao Xian-ci (肖先赐)
Department of Electronic Engineering, University of Electronic Science and Technology of China, Chengdu 610054, China
Abstract  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.
Keywords:  chaotic time series      adaptive higher-order nonlinear finite impulse response filters  
Received:  26 July 2000      Revised:  30 December 2000      Accepted manuscript online: 
PACS:  05.45.Tp (Time series analysis)  
  05.45.Pq (Numerical simulations of chaotic systems)  
Fund: Project supported by the National Defense Foundation of China (Grant No. 98JS05.4.1.DZ0205).

Cite this article: 

Zhang Jia-shu (张家树), Xiao Xian-ci (肖先赐) MULTISTAGE ADAPTIVE HIGHER-ORDER NONLINEAR FINITE IMPULSE RESPONSE FILTERS FOR CHAOTIC TIME SERIES PREDICTIONS 2001 Chinese Physics 10 390

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