Reflection coefficient estimation using Cholesky decomposition

DOI10.1109/TASSP.1979.1163215zbMATH Open0441.62085OpenAlexW2079508979MaRDI QIDQ3883354

Bradley W. Dickinson, John M. Turner

Publication date: 1979

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.1979.1163215

zbMATH Keywords

autoregressive modelCholesky decompositionall pole modellinear prediction error filtersreflection coefficient estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Prediction theory (aspects of stochastic processes) (60G25)

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