DocumentCode
1112179
Title
On the splitting of classical algorithms in linear prediction theory
Author
Delsarte, Philippe ; Genin, Yves
Author_Institution
Philips Research Laboratory Brussels, Brussels, Belgium
Volume
35
Issue
5
fYear
1987
fDate
5/1/1987 12:00:00 AM
Firstpage
645
Lastpage
653
Abstract
The Levinson algorithm has been shown recently to be redundant in complexity. It can be broken down into two simpler algorithms; either of these "split Levinson algorithms" needs only to be processed. In the present paper it is shown that the Schur algorithm, the lattice algorithm, and the normalized lattice algorithm for computing reflection coefficients can be broken down in a similar manner. The number of multiplications in each of the resulting split algorithms is reduced, with respect to the classical version, by a factor lying between 1.5 and 2.
Keywords
Economic forecasting; Helium; Lattices; Matrix decomposition; Prediction algorithms; Prediction theory; Reflection; Signal processing algorithms; Stability; Symmetric matrices;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/TASSP.1987.1165193
Filename
1165193
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