• DocumentCode
    86936
  • Title

    A derivation of the recursive solution to the autocorrelation normal equations [Lecture Notes]

  • Author

    Baran, T.A. ; Oppenheim, A.V.

  • Author_Institution
    Res. Lab. of Electron., Massachusetts Inst. of Technol., Cambridge, MA, USA
  • Volume
    30
  • Issue
    1
  • fYear
    2013
  • fDate
    Jan. 2013
  • Firstpage
    142
  • Lastpage
    144
  • Abstract
    ACNE plays an important role in many aspects of signal processing and time series analysis. The recursive solution to these equations presented in this article is developed independently of any specific application context and utilizes the basic principles of LTI systems, resulting in the lattice filter structure as a by-product.
  • Keywords
    lattice filters; signal processing; time series; ACNE; LTI systems; autocorrelation normal equations; lattice filter structure; recursive solution; signal processing; time series analysis; Correlation; Equations; Extrapolation; Interpolation; Smoothing methods; Symmetric matrices; Time series analysis;
  • fLanguage
    English
  • Journal_Title
    Signal Processing Magazine, IEEE
  • Publisher
    ieee
  • ISSN
    1053-5888
  • Type

    jour

  • DOI
    10.1109/MSP.2012.2219679
  • Filename
    6375926
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=86936