Fixed-point error analysis of the lattice and the Schur algorithms for the autocorrelation method of linear prediction (Q3470029)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Fixed-point error analysis of the lattice and the Schur algorithms for the autocorrelation method of linear prediction
scientific article

    Statements

    Fixed-point error analysis of the lattice and the Schur algorithms for the autocorrelation method of linear prediction (English)
    0 references
    0 references
    0 references
    0 references
    1989
    0 references
    0 references
    stationary time series
    0 references
    autocorrelation method of linear prediction
    0 references
    Schur recursions
    0 references
    finite arithmetic properties
    0 references
    lattice recursions
    0 references
    error variances
    0 references
    reflection coefficients
    0 references
    ill conditioned
    0 references
    Toeplitz data matrix
    0 references
    Cholesky factoring
    0 references
    Toeplitz correlation matrix
    0 references
    0 references