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Title:Competitive Signal Processing
Author(s):Kozat, Suleyman Serdar
Doctoral Committee Chair(s):Singer, Andrew C.
Department / Program:Electrical Engineering
Discipline:Electrical Engineering
Degree Granting Institution:University of Illinois at Urbana-Champaign
Subject(s):Engineering, Electronics and Electrical
Abstract:Finally, we conclude the thesis by investigating the competitive prediction problem in a probabilistic setting. Here we investigate a particular algorithm and show that this algorithm is universal such that it asymptotically achieves the performance of the best predictor for Gaussian AR sources with unknown order up to some maximal order M.
Issue Date:2004
Description:142 p.
Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2004.
Other Identifier(s):(MiAaPQ)AAI3160907
Date Available in IDEALS:2015-09-25
Date Deposited:2004

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