Applying IIR predictors on Rayleigh fading signal

We present an efficient method of designing polynomial predictive IIR filters via feedback extension of FIR predictive filters. The advantage of the W structures over their FIR counterparts is a more desirable frequency response obtained with considerably smaller memory and computational overhead. In this paper, we show that the IIR structure is able to predict complex-valued signals as well. This is demonstrated by the prediction of complex Rayleigh fading signal, where the W structure is found to be clearly superior to the FIR structure in performance.