Analysis of Linear Prediction by Matrix Approximation

Document Type

Article

Date of Original Version

1-1-1993

Abstract

We present a new method of analysis of the effects of data perturbations on the estimates of signal parameters which are obtained by the method of linear prediction. The variances of signal-parameter obtained from linear prediction methods are computed. Although the results appear to have wide applicability, for simplicity we restrict our examples to signals which are linear combinations of complex-valued exponential functions. © 1993 IEEE

Publication Title, e.g., Journal

IEEE Transactions on Signal Processing

Volume

41

Issue

11

Share

COinS