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
Citation/Publisher Attribution
Kot, Alex C., Donald W. Tufts, and Richard J. Vaccaro. "Analysis of Linear Prediction by Matrix Approximation." IEEE Transactions on Signal Processing 41, 11 (1993): 3174-3177. doi: 10.1109/78.257249.