Concluding Remarks and Applications

Linear prediction theory and algorithms have found numerous applications. Conceptual approaches that clearly derive from linear prediction theory can be found in such diverse fields as radar, sonar, communications, control, seismology, image processing, pattern recognition and large-scale artificial neural networks and associative memory. In all these applications, the common problem is to adapt some predetermined filter structure or model parameters effectively in an unknown environment and also to track variations of the observed process or model parameters as soon as the statistics of these inputs change.

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