Title :
Reflection coefficient estimation using Cholesky decomposition
Author :
Dickinson, Bradley W. ; Turner, John M.
Author_Institution :
Princeton University, Princeton, NJ, USA
fDate :
4/1/1979 12:00:00 AM
Abstract :
A discussion of linear prediction analysis methods that employ the Cholesky decomposition is given. Only one method insures stability of the synthesis filters by assuring that estimated reflection coefficients are bounded in magnitude by one. This estimate is generalized to one based on forward and backward prediction errors. An efficient computational algorithm based on Cholesky factorization is derived.
Keywords :
Covariance matrix; Entropy; Equations; Filters; Lattices; Matrix decomposition; Predictive models; Reflection; Signal processing algorithms; Time series analysis;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1979.1163215
