Title :
An extended Levinson-Durbin algorithm for the analysis of noisy autoregressive process
Author :
Lee, Lee-Min ; Wang, Hsiao-Chum
Author_Institution :
Dept. of Electr. Eng., Nat. Tsing Hua Univ., Hsinchu, Taiwan
Abstract :
An extended Levinson-Durbin algorithm is proposed to recursively calculate the linear prediction coefficients and their derivatives with respect to the noise power for a noisy auto regressive process. This algorithm would be useful in some applications or analysis related to an autoregressive (AR) process that is contaminated by additive white noise.
Keywords :
autoregressive processes; interference (signal); prediction theory; recursive estimation; speech recognition; white noise; additive white noise; extended Levinson-Durbin algorithm; linear prediction coefficients; noise power; noisy autoregressive process; recursive calculation; Additive white noise; Algorithm design and analysis; Autocorrelation; Autoregressive processes; Equations; Matrix decomposition; Signal processing algorithms; Vectors; White noise; Working environment noise;
Journal_Title :
Signal Processing Letters, IEEE
