Recursive solution of the covariance equations for linear prediction

DOI10.1016/0016-0032(85)90042-0zbMath0591.65100OpenAlexW1967832351MaRDI QIDQ1075042

M. Boudaoud, Luis F. Chaparro

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

zbMATH Keywords

Levinson algorithmrecursive algorithmconjugate direction optimization procedurecovariance equationslinear prediction modeling procedure

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

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

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