Title :
A direct method for sequentially updating linear predictor coefficients for the covariance method
Author_Institution :
Honeywell Marine Systems Division, Seattle, Washington
Abstract :
A fixed-memory filter is applied to the covariance solution. Linear predictor coefficients are sequentially updated on a sample-to-sample basis without requiring recalculation of the covariance values or inversion of the covariance matrix.
Keywords :
Autoregressive processes; Control theory; Covariance matrix; Equations; Fading; Filtering; Filters; Least squares methods; Predictive models; Speech analysis;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '76.
DOI :
10.1109/ICASSP.1976.1170018
