Recursive solution of the covariance equations for linear prediction
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Publication:1075042
DOI10.1016/0016-0032(85)90042-0zbMath0591.65100MaRDI QIDQ1075042
Publication date: 1985
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0016-0032(85)90042-0
Levinson algorithm; recursive algorithm; conjugate direction optimization procedure; covariance equations; linear prediction modeling procedure
62M20: Inference from stochastic processes and prediction
65C99: Probabilistic methods, stochastic differential equations
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Composite modeling of nonstationary signals, Estimation of 2-D ARMA model parameters by using equivalent AR approach
Cites Work
- A unified derivation for fast estimation algorithms by the conjugate direction method
- An approach to nonlinear programming
- On the Behavior of Minimax FIR Digital Hilbert Transformers
- Rational approximation of 2-D linear discrete systems
- A relationship between the Levinson algorithm and the conjugate direction method
- Linear Prediction of Speech
- Efficient solution of covariance equations for linear prediction
- Methods of conjugate gradients for solving linear systems