Similarities and differences between one-sided and two-sided linear prediction

Provides a comparison between one-sided linear prediction (OSP) and two-sided linear prediction (TSP) with respect to prediction error, relationships to AR modeling and to two-sided AR modeling, and the application to time series interpolation, linear-phase filter design, and spectral estimation. New contributions of the paper include: (1) proof that TSP produces smaller, non-white residuals than OSP, extending previous results; (2) specification of the frequency-domain error criterion minimized by TSP, and comparison with the analogous OSP criterion; (3) demonstration that TSP and two-sided AR modeling are different problems, unlike OSP; (4) interpretation of performance of TSP interference-rejection filters