Fixed-point error analysis of the lattice and the Schur algorithms for the autocorrelation method of linear prediction
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Publication:3470029
DOI10.1109/29.45541zbMath0694.62045MaRDI QIDQ3470029
Louis L. Scharf, Christophe P. Rialan
Publication date: 1989
Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/29.45541
reflection coefficients; stationary time series; error variances; autocorrelation method of linear prediction; Cholesky factoring; finite arithmetic properties; ill conditioned; lattice recursions; Schur recursions; Toeplitz correlation matrix; Toeplitz data matrix
62M20: Inference from stochastic processes and prediction
65C99: Probabilistic methods, stochastic differential equations