DocumentCode
1012867
Title
Analysis of linear prediction by matrix approximation
Author
Kot, Alex C. ; Tufts, Donald W. ; Vaccaro, Richard J.
Author_Institution
Nanyang Technol. Inst., Singapore
Volume
41
Issue
11
fYear
1993
fDate
11/1/1993 12:00:00 AM
Firstpage
3174
Lastpage
3177
Abstract
The authors present a new method of analysis of the effects of data perturbations on the estimates of signal parameters which are obtained by the method of linear prediction. The variances of signal-parameter obtained from linear prediction methods are computed. Although the results appear to have wide applicability, for simplicity the authors restrict their examples to signals which are linear combinations of complex-valued exponential functions
Keywords
filtering and prediction theory; matrix algebra; parameter estimation; backward error analysis; complex-valued exponential function; data perturbations; linear prediction; matrix approximation; signal parameter estimation; Error analysis; Frequency estimation; Linear approximation; Matrix decomposition; Noise level; Parameter estimation; Prediction methods; Signal analysis; Singular value decomposition; System identification;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.257249
Filename
257249
Link To Document