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https://hdl.handle.net/2142/80892
Description
Title
Competitive Signal Processing
Author(s)
Kozat, Suleyman Serdar
Issue Date
2004
Doctoral Committee Chair(s)
Singer, Andrew C.
Department of Study
Electrical Engineering
Discipline
Electrical Engineering
Degree Granting Institution
University of Illinois at Urbana-Champaign
Degree Name
Ph.D.
Degree Level
Dissertation
Keyword(s)
Engineering, Electronics and Electrical
Language
eng
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.
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