Title :
A fast computational algorithm for the QR-like decomposition of the modified covariance method of linear prediction
Author :
Marple, S.L., Jr.
Author_Institution :
Orincon Corp., Columbia, MD, USA
Abstract :
Summary form only given. A fast QR algorithm for the batch modified covariance method of linear prediction that is the companion to the fast Cholesky algorithm has been developed. A Fortran program that performs the QR solution for the linear prediction parameters has also been developed. The numerical accuracies of the fast QR algorithm and fast Cholesky algorithm solutions for the least-squares modified covariance equations that been compared
Keywords :
FORTRAN; filtering and prediction theory; least squares approximations; Fortran program; QR-like decomposition; batch modified covariance method; fast Cholesky algorithm; fast computational algorithm; least-squares modified covariance equations; linear prediction; modified covariance method; Adaptive filters; Algorithm design and analysis; Covariance matrix; Ear; Equations; Least squares approximation; Least squares methods; Matrix decomposition; Prediction algorithms; Signal processing algorithms;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on
Conference_Location :
Albuquerque, NM
DOI :
10.1109/ICASSP.1990.115846
