• 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