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
Link To Document