DocumentCode
942945
Title
Stability of linear predictors and numerical range of a linear operator (Corresp.)
Author
Delsarte, P. ; Genin, Y. ; Kamp, Y.
Volume
33
Issue
3
fYear
1987
fDate
5/1/1987 12:00:00 AM
Firstpage
412
Lastpage
415
Abstract
The zeros of a predictor polynomial are shown to belong to the numerical range of a linear operator associated with the particular prediction problem considered. Application of this result to the autocorrelation and postwindowed cases shows that the predictor polynomials enjoy a well-defined stability margin which depends in particular on the length of the data sequence. The generalization of these results to the multichannel case is also discussed.
Keywords
Linear prediction; Operator theory; Poles and zeros, linear systems; Stability; Convergence; Eigenvalues and eigenfunctions; Hilbert space; Kernel; Mathematics; Pattern recognition; Polynomials; Random variables; Recursive estimation; Stability;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1987.1057310
Filename
1057310
Link To Document