Analysis of Linear Prediction by Matrix Approximation
Date of Original Version
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
IEEE Transactions on Signal Processing
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.