Title

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

IEEE Transactions on Signal Processing

Volume

41

Issue

11

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