• DocumentCode
    1092095
  • Title

    Reflection coefficient estimation using Cholesky decomposition

  • Author

    Dickinson, Bradley W. ; Turner, John M.

  • Author_Institution
    Princeton University, Princeton, NJ, USA
  • Volume
    27
  • Issue
    2
  • fYear
    1979
  • fDate
    4/1/1979 12:00:00 AM
  • Firstpage
    146
  • Lastpage
    149
  • Abstract
    A discussion of linear prediction analysis methods that employ the Cholesky decomposition is given. Only one method insures stability of the synthesis filters by assuring that estimated reflection coefficients are bounded in magnitude by one. This estimate is generalized to one based on forward and backward prediction errors. An efficient computational algorithm based on Cholesky factorization is derived.
  • Keywords
    Covariance matrix; Entropy; Equations; Filters; Lattices; Matrix decomposition; Predictive models; Reflection; Signal processing algorithms; Time series analysis;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/TASSP.1979.1163215
  • Filename
    1163215
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1092095