Title :
Non-Euclidean geometrical aspects of the Schur and Levinson-Szego algorithms
Author :
Desbouvries, François
Author_Institution :
Inst. Nat. des Telecommun., GET, Evry, France
Abstract :
In this paper, we address non-Euclidean geometrical aspects of the Schur and Levinson-Szego algorithms. We first show that the Lobachevski geometry is, by construction, one natural geometrical environment of these algorithms, since they necessarily make use of automorphisms of the unit disk. We next consider the algorithms in the particular context of their application to linear prediction. Then the Schur (resp., Levinson-Szego) algorithm receives a direct (resp., polar) spherical trigonometry (ST) interpretation, which is a new feature of the classical duality of both algorithms.
Keywords :
correlation theory; duality (mathematics); interpolation; prediction theory; statistical analysis; Levinson-Szego algorithm; Lobachevski geometry; Schur algorithm; direct interpretation; duality; interpolation theory; linear prediction; linear regression; nonEuclidean geometrical aspects; partial correlation coefficients; polar interpretation; unit disk automorphisms; Autocorrelation; Circuits; Electrical engineering; Geometry; Geophysical signal processing; Interpolation; Linear regression; Polynomials; Signal analysis; Signal processing algorithms;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2003.814478