• DocumentCode
    1089767
  • Title

    Efficient solution of covariance equations for linear prediction

  • Author

    Morf, Martin ; Dickinson, Bradley ; Kailath, Thomas ; Vieira, Augusto

  • Author_Institution
    Stanford University, Stanford, CA, USA
  • Volume
    25
  • Issue
    5
  • fYear
    1977
  • fDate
    10/1/1977 12:00:00 AM
  • Firstpage
    429
  • Lastpage
    433
  • Abstract
    An algorithm for the solution of the linear equations for the "covariance method" of linear prediction is stated and proved. The algorithm requires only O(p2) arithmetic operations, and in form resembles the Levinson algorithm for solution of the linear equations for the "correlation method" of linear prediction. The structural properties of the problem and its solution are emphasized in the analysis presented.
  • Keywords
    Arithmetic; Books; Correlation; Covariance matrix; Equations; Information systems; Least squares methods; Linear predictive coding; Prediction algorithms; Signal processing algorithms;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/TASSP.1977.1162989
  • Filename
    1162989
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1089767