• DocumentCode
    388506
  • Title

    Efficient computation of the covariance sequence of an autoregressive process

  • Author

    Friedlander, Benjamin

  • Author_Institution
    Systems Control Technology, Inc., Palo Alto, California
  • Volume
    8
  • fYear
    1983
  • fDate
    30407
  • Firstpage
    182
  • Lastpage
    185
  • Abstract
    An efficient algorithm is presented for computing the covariance sequence of a multichannel autogregressive process represented by a set of reflection coefficients. The covariance sequence is shown to be the impulse response of a certain lattice filter related to the optimal predictor.
  • Keywords
    Autoregressive processes; Control systems; Equations; Lattices; Milling machines; Nonlinear filters; Reflection; Signal processing algorithms; Spectral analysis; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '83.
  • Type

    conf

  • DOI
    10.1109/ICASSP.1983.1172190
  • Filename
    1172190
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=388506