ANALYSIS OF LINEAR PREDICTION BY MATRIX APPROXIMATION

Authors
KOT AC TUFTS DW VACCARO RJ
Citation
Ac. Kot et al., ANALYSIS OF LINEAR PREDICTION BY MATRIX APPROXIMATION, IEEE transactions on signal processing, 41(11), 1993, pp. 3174-3177
Citations number
14
Categorie Soggetti
Acoustics
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
41
Issue
11
Year of publication
1993
Pages
3174 - 3177
Database
ISI
SICI code
1053-587X(1993)41:11<3174:AOLPBM>2.0.ZU;2-P
Abstract
We present a new method of analysis of the effects of data perturbatio ns on the estimates of signal parameters which are obtained by the met hod of linear prediction. The variances of signal-parameter obtained f rom linear prediction methods are computed. Although the results appea r to have wide applicability, for simplicity we restrict our examples to signals which are linear combinations of complex-valued exponential functions.