Title :
A perturbation property of the TLS-LP method
Author :
Hua, Y. ; Sarkar, T.K.
Author_Institution :
Dept. of Electr. Eng., Melbourne Univ., Vic., Australia
Abstract :
It is shown that the TLS-LP (total least squares-linear prediction) method and the SVD-Prony method are equivalent to the first-order perturbation approximation. In practice, it means that the two methods yield the same estimation variances when the signal-to-noise ratio (SNR) is above a threshold.<>
Keywords :
filtering and prediction theory; least squares approximations; SNR; SVD-Prony method; first-order perturbation approximation; perturbation property; signal-to-noise ratio; total least squares-linear prediction; Acoustic signal processing; Analysis of variance; Damping; Equations; Noise robustness; Polynomials; Signal to noise ratio; Speech; Yield estimation;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
