Predictive transform: further results

It is shown that statistics used to design a minimum mean square error (MSE) linear predictive transform (LPT) estimator result in significant design and implementation simplifications, by factors of eight and four, respectively, when these statistics satisfy certain symmetry constraints and the state dimensionality is large. More specifically, the computational burden associated with the design of the exact minimum MSE LPT signal source model present in the LPT estimator is reduced by a factor of approximately eight; the computational burden linked to the design of LPT estimator gains is simplified by a factor of approximately eight; and the implementation burden of the LPT estimator is reduced by a factor of approximately four