SOLUTION OF THE AUTOREGRESSIVE LINEAR PREDICTION FILTER EQUATION BY QR DECOMPOSITION

Authors
  1. Hung, E.K.L.
  2. Herring, R.W.
  3. Turner, R.M.
Corporate Authors
Communications Research Centre, Ottawa ONT (CAN)
Abstract
A new technique to solve the autoregressive linear prediction filter equation is described. The technique gives rise to the least squares solution of (1) in the special case of infinite precisions in arithmetic operations and computer word-lengths. It is superior to the covariance matrix method because it produces an output spectrum which is less sensitive to the filter order and to errors introduced by the finite precisions in arithmetic operations and computer word-lengths.
Date of publication
01 Jan 1983
Number of Pages
26
DSTKIM No
84-00838
CANDIS No
120325
Format(s):
Hardcopy;Originator's fiche received by DSIS

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