Title :
Identification of stable nonstationary lattice predictors by linear programming
Author :
Martinelli, G. ; Orlandi, G. ; Ricotti, L. Prina ; Ragazzini, S.
Author_Institution :
University of Rome, Rome, Italy
fDate :
5/1/1986 12:00:00 AM
Abstract :
Time-varying models can be identified by lattice predictors with time-dependent reflection coefficients. The main defect of these predictors is that the magnitude of their coefficients cannot be controlled. In the present work a method is presented for removing such inconvenience based on linear programming.
Keywords :
Control systems; Equations; Lattices; Least squares approximation; Linear programming; Prediction algorithms; Predictive models; Reflection; Signal processing; Stability;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1986.13543