• DocumentCode
    745793
  • Title

    Non-Euclidean geometrical aspects of the Schur and Levinson-Szego algorithms

  • Author

    Desbouvries, François

  • Author_Institution
    Inst. Nat. des Telecommun., GET, Evry, France
  • Volume
    49
  • Issue
    8
  • fYear
    2003
  • Firstpage
    1992
  • Lastpage
    2003
  • Abstract
    In this paper, we address non-Euclidean geometrical aspects of the Schur and Levinson-Szego algorithms. We first show that the Lobachevski geometry is, by construction, one natural geometrical environment of these algorithms, since they necessarily make use of automorphisms of the unit disk. We next consider the algorithms in the particular context of their application to linear prediction. Then the Schur (resp., Levinson-Szego) algorithm receives a direct (resp., polar) spherical trigonometry (ST) interpretation, which is a new feature of the classical duality of both algorithms.
  • Keywords
    correlation theory; duality (mathematics); interpolation; prediction theory; statistical analysis; Levinson-Szego algorithm; Lobachevski geometry; Schur algorithm; direct interpretation; duality; interpolation theory; linear prediction; linear regression; nonEuclidean geometrical aspects; partial correlation coefficients; polar interpretation; unit disk automorphisms; Autocorrelation; Circuits; Electrical engineering; Geometry; Geophysical signal processing; Interpolation; Linear regression; Polynomials; Signal analysis; Signal processing algorithms;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2003.814478
  • Filename
    1214077