DocumentCode
1079483
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
Volume
3
Issue
1
fYear
1996
Firstpage
13
Lastpage
15
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;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/97.475824
Filename
475824
Link To Document