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
fDate :
6/1/1982 12:00:00 AM
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;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1982.1163893
