Similarities and differences between one-sided and two-sided linear prediction

Author

Hsue, Jin Jen ; Yagle, Andrew E.

Author_Institution

Dept. of Electr. Eng. & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA

Volume

3

fYear

1995

fDate

9-12 May 1995

Firstpage

1717

Abstract

Provides a comparison between one-sided linear prediction (OSP) and two-sided linear prediction (TSP) with respect to prediction error, relationships to AR modeling and to two-sided AR modeling, and the application to time series interpolation, linear-phase filter design, and spectral estimation. New contributions of the paper include: (1) proof that TSP produces smaller, non-white residuals than OSP, extending previous results; (2) specification of the frequency-domain error criterion minimized by TSP, and comparison with the analogous OSP criterion; (3) demonstration that TSP and two-sided AR modeling are different problems, unlike OSP; (4) interpretation of performance of TSP interference-rejection filters

Keywords

autoregressive processes; delay circuits; digital filters; error analysis; estimation theory; frequency-domain analysis; interference suppression; interpolation; prediction theory; spectral analysis; time series; AR modeling; OSP; TSP interference-rejection filters; frequency-domain error criterion; linear-phase filter design; nonwhite residuals; one-sided linear prediction; prediction error; spectral estimation; time series interpolation; two-sided linear prediction; Covariance matrix; Extrapolation; Interference; Interpolation; Nonlinear filters; Predictive models; Random processes; Signal processing; Speech coding; Symmetric matrices;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on

Conference_Location

Detroit, MI

ISSN

1520-6149

Print_ISBN

0-7803-2431-5

Type

conf

DOI

10.1109/ICASSP.1995.480028

Filename

480028