Fast algorithms for linear prediction and system identification filters with linear phase

DOI10.1109/TASSP.1982.1163987zbMath0565.65038OpenAlexW2585804031MaRDI QIDQ3680184

S. Lawrence jun. Marple

Publication date: 1982

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/tassp.1982.1163987

zbMATH Keywords

finite impulse responseFast algorithmsHankel structurelinear prediction filternear-to-Toeplitz structurenormal equation structures

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Numerical optimization and variational techniques (65K10) Identification in stochastic control theory (93E12) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

Relations between the \(k\)-dimensional unconstrained and linear phase FIR Wiener filters ⋮ Geometric MMSE for one-sided and two-sided vector linear predictors: from the finite-length case to the infinite-length case ⋮ Symmetric noncausal spatial models for 2-D signals with applications in stochastic texture modeling

This page was built for publication: Fast algorithms for linear prediction and system identification filters with linear phase