COMPUTATIONAL EXPERIENCE WITH MARPLE'S ALGORITHM FOR AUTOREGRESSIVE SPECTRUM ANALYSIS

Authors
  1. Barrodale, I.
  2. Delves, L.M.
  3. Erickson, R.E.
  4. Zala, C.A.
Corporate Authors
Defence Research Establishment Pacific, Victoria BC (CAN)
Abstract
Based on computational comparisons between the algorithm of Barrodale and Erickson and MARPLE, there is no hesitation in recommending the use of Marple's (1980) algorithm for solving forward and backward linear prediction problems. It is faster and requires less storage than the algorithm of Barrodale and Erickson (1980) and these gains are almost always attained without any significant differences in numerical stability. MARPLE is not as robust as the algorithm of Barrodale and Erickson but the revised version of MARPLE in this paper should prove satisfactory is this regard.
Report Number
REPR-83-9 —
Date of publication
15 Sep 1983
Number of Pages
14
Reprinted from
Geophysics, vol 48, no 9, 1983, p 1274-1286
DSTKIM No
84-02999
CANDIS No
91969
Format(s):
Originator's fiche received by DSIS;Hardcopy

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