3.3.

3 Signal Prediction
Predicting signals may seem to be an impossible task, without some limiting assumptions. Assume that the signal is either steady or slowly varying over time, and periodic over time as well. Here the function of the adaptive filter is to provide best prediction (in some sense) of the present value of a random signal figure 3.3.

d(k )

S(k )

Dela y

x(k )

Adaptive Filter

e(k )

Figure 3.3 Predicting Future values of a Periodic Signal Accepting these assumptions, the adaptive filter must predict the future values of the desired signal based on past values. When s(k) is periodic and the filter is long enough to remember previous values, this structure with the delay in the input signal, can perform the prediction. This structure can also be used to remove a periodic signal from stochastic noise signals. The present value of the signal serves the purpose of a delayed response for the adaptive filter. Past values of the signal supply the input applied to the adaptive filter. Depending upon the application of interest, the adaptive filter output or the estimation (prediction) error may serve as the system output. In the first case, system operates as a predictor, in the latter case; it operates as a prediction error filter. Finally, it can be noticed that most systems of interest contain elements of more than one of the four adaptive filter structures. Carefully reviewing the real structure may be required to determine what the adaptive filter is adapting to. Also, for clarity in the figures, the analog-todigital (A/D) and digital-to-analog (D/A) components do not appear. Since the adaptive filters are assumed to be digital in nature and many of the problems producing analog data, converting the input signals to and from the analog domain is probably necessary. These models are used in

the design of adaptive filters and those are further used in various applications of advanced communication.