Title :
Stability margins of linear prediction polynomials
Author :
Delsarte, P. ; Genin, Y. ; Kamp, Y.
Author_Institution :
Philips Research Laboratory, Brussels, Belgium
Abstract :
This paper performs a detailed analysis of the zero location of linear predictor polynomials and in particular determines a precise stability margin for some classical predictors such as the autocorrelation and the postwindowed cases. It is shown that an adequate mathematical tool in this context is the concept of numerical range or field of values of a matrix associated with the prediction problem.
Keywords :
Autocorrelation; Delay effects; Equations; Least squares methods; Performance analysis; Polynomials; Signal analysis; Stability analysis; Time series analysis; Vectors;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
DOI :
10.1109/ICASSP.1986.1168756