DocumentCode
1098842
Title
A note on minimizing the prediction error when the zeros are restricted to the unit circle
Author
Goodman, Dennis M. ; Miller, Edmund K.
Author_Institution
University of California, Livermore, CA
Volume
30
Issue
3
fYear
1982
fDate
6/1/1982 12:00:00 AM
Firstpage
503
Lastpage
505
Abstract
It is shown that the problem of minimizing the prediction error under the constraint that the zeros of the predictor polynomial be on the unit circle can be solved by using a modification of the Levinson algorithm. Consequences of this result are discussed.
Keywords
Autocorrelation; Cost function; Electromagnetics; Entropy; Lagrangian functions; Predictive models; Reflection; Signal processing algorithms; Spectral analysis; Symmetric matrices;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/TASSP.1982.1163893
Filename
1163893
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