A relationship between the Levinson algorithm and the conjugate direction method

DOI10.1109/TASSP.1983.1164073MaRDI QIDQ3678562zbMATH OpenOpenAlexFDO

Authors Arye Nehorai, Martin Morf

Publication date 1983

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tassp.1983.1164073

zbMATH Keywords

block Levinson algorithmconjugate direction method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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(2)

• A unified derivation for fast estimation algorithms by the conjugate direction method
• Recursive solution of the covariance equations for linear prediction

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