Title :
On the splitting of classical algorithms in linear prediction theory
Author :
Delsarte, Philippe ; Genin, Yves
Author_Institution :
Philips Research Laboratory Brussels, Brussels, Belgium
fDate :
5/1/1987 12:00:00 AM
Abstract :
The Levinson algorithm has been shown recently to be redundant in complexity. It can be broken down into two simpler algorithms; either of these "split Levinson algorithms" needs only to be processed. In the present paper it is shown that the Schur algorithm, the lattice algorithm, and the normalized lattice algorithm for computing reflection coefficients can be broken down in a similar manner. The number of multiplications in each of the resulting split algorithms is reduced, with respect to the classical version, by a factor lying between 1.5 and 2.
Keywords :
Economic forecasting; Helium; Lattices; Matrix decomposition; Prediction algorithms; Prediction theory; Reflection; Signal processing algorithms; Stability; Symmetric matrices;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1987.1165193