Sliding windows and lattice algorithms for computing QR factors in the least squares theory of linear prediction
dc.contributor.author | Scharf, Louis L., author | |
dc.contributor.author | Demeure, Cédric, author | |
dc.contributor.author | IEEE, publisher | |
dc.date.accessioned | 2007-01-03T04:18:46Z | |
dc.date.available | 2007-01-03T04:18:46Z | |
dc.date.issued | 1990 | |
dc.description.abstract | In this correspondence we pose a sequence of linear prediction problems that differ a little from those previously posed. The solutions to these problems introduce a family of "sliding" window techniques into the least squares theory of linear prediction. By using these techniques we are able to QR factor the Toeplitz data matrices that arise in linear prediction. The matrix Q is an orthogonal version of the data matrix and the matrix R is a Cholesky factor of the experimental correlation matrix. Our QR and Cholesky algorithms generate generalized reflection coefficients that may be used in the usual ways for analysis, synthesis, or classification. | |
dc.description.sponsorship | This work was supported by the Office of Naval Research, Arlington, VA, under Contract N00014-85-K-0256. | |
dc.format.medium | born digital | |
dc.format.medium | articles | |
dc.identifier.bibliographicCitation | Demeure, Cédric J. and Louis L. Scharf, Sliding Windows and Lattice Algorithms for Computing QR Factors in the Least Squares Theory of Linear Prediction, IEEE Transactions on Acoustics, Speech and Signal Processing 38, no. 4 (April 1990): 721-725. | |
dc.identifier.uri | http://hdl.handle.net/10217/737 | |
dc.language | English | |
dc.language.iso | eng | |
dc.publisher | Colorado State University. Libraries | |
dc.relation.ispartof | Faculty Publications | |
dc.rights | ©1990 IEEE. | |
dc.rights | Copyright and other restrictions may apply. User is responsible for compliance with all applicable laws. For information about copyright law, please see https://libguides.colostate.edu/copyright. | |
dc.subject | matrix algebra | |
dc.subject | least squares approximations | |
dc.subject | filtering and prediction theory | |
dc.title | Sliding windows and lattice algorithms for computing QR factors in the least squares theory of linear prediction | |
dc.type | Text |
Files
Original bundle
1 - 1 of 1
Loading...
- Name:
- ECElls00002.pdf
- Size:
- 496.6 KB
- Format:
- Adobe Portable Document Format
- Description: