Fixed-point error analysis of the lattice and the Schur algorithms for the autocorrelation method of linear prediction (Q3470029)
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English | Fixed-point error analysis of the lattice and the Schur algorithms for the autocorrelation method of linear prediction |
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Fixed-point error analysis of the lattice and the Schur algorithms for the autocorrelation method of linear prediction (English)
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1989
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stationary time series
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autocorrelation method of linear prediction
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Schur recursions
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finite arithmetic properties
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lattice recursions
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error variances
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reflection coefficients
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ill conditioned
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Toeplitz data matrix
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Cholesky factoring
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Toeplitz correlation matrix
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