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scientific article; zbMATH DE number 176420
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scientific article; zbMATH DE number 176420 |
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18 May 1993
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linear prediction
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band-limited signals
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Durbin algorithm
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finite differences
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0.9067245125770568
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0.8074914813041687
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0.8023825287818909
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0.7732003331184387
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0.7604014873504639
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[For the entire collection see Zbl 0753.00017.] The author studies computational aspects of applying a linear prediction formula that is optimal for the class of band-limited signals with finite energy. It is shown that the prediction of a band-limited signal using its past samples may be done using a formula based on the Durbin algorithm, with prediction coefficients which may be calculated in a fast, recursive manner [cf. \textit{J. Makhoul}, Proc. IEEE, 63, 561-580 (1975)]. Connections between this formula and some linear prediction formulas based on finite differences are also made [cf. \textit{D. H. Mugler}, IEEE Trans. Inf. Theory 36, 589-596 (1990; Zbl 0701.60038)].
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