scientific article; zbMATH DE number 176420
Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) Inference from stochastic processes and prediction (62M20) Numerical methods for trigonometric approximation and interpolation (65T40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
[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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- Prediction of Non-Bandlimited Signals from Past Samples in Terms of Splines of Low Degree
- Optimal reconstruction of bandlimited bounded signals
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- An integrator for time-dependent systems with oscillatory behavior
- Computationally efficient linear prediction from past samples of a band-limited signal and its derivative
- Difference Methods for the Prediction of Band-Limited Signals
- Prediction of Non-Bandlimited Signals from Past Samples in Terms of Splines of Low Degree
- Linear prediction from samples of a function and its derivatives
- Reflection coefficients of band-limited spectra and band-limited spectrum modeling
- Analysis of linear prediction, coding, and spectral estimation from subbands
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