Title :
Details on the equivalence of the modified FBLP method and TLS-FBLP method
Author :
Lemos, Rodrigo Pinto ; Lopes, Amauri
Author_Institution :
DECOM/FEEC/UNICAMP, Campinas, Brazil
Abstract :
This work analytically shows that the total least squares (TLS) solution to FBLP method is equivalent to a minimum norm solution with SVD truncation in both the data matrix and the observation vector. However, the Modified FBLP solution is not equivalent to the TLS solution
Keywords :
least squares approximations; prediction theory; singular value decomposition; SVD truncation; TLS-FBLP method; data matrix; forward-backward linear prediction; minimum norm solution; modified FBLP method; observation vector; total least squares; Additive white noise; Frequency estimation; Least squares methods; Nonlinear filters; Signal analysis; Signal processing; Singular value decomposition; Vectors;
Conference_Titel :
Circuits and Systems, 1996., IEEE 39th Midwest symposium on
Conference_Location :
Ames, IA
Print_ISBN :
0-7803-3636-4
DOI :
10.1109/MWSCAS.1996.587836
