TY - JOUR AU - Fernández-Alcalá, Rosa M. AU - Navarro-Moreno, Jesús AU - Ruiz-Molina, Juan C. PY - 2012 DA - 2012/05/01 TI - Prediction on widely factorizable signals JO - EURASIP Journal on Advances in Signal Processing SP - 96 VL - 2012 IS - 1 AB - This article extends the solutions to the prediction problem for factorizable real random signals to the class of improper complex-valued random signals. For that, the concept of widely factorizable signals is introduced and several real examples of signals having a widely factorizable correlation function are presented. A widely linear processing is considered in the design of both linear and nonlinear prediction algorithms which are computationally feasible from the practical standpoint. These algorithms are valid for stationary as well as nonstationary signals and they can be applied from only the knowledge of the second-order properties of the augmented vectors involved, it not being necessary to know if the signal satisfies a state-space model. SN - 1687-6180 UR - https://doi.org/10.1186/1687-6180-2012-96 DO - 10.1186/1687-6180-2012-96 ID - Fernández-Alcalá2012 ER -