Loading [a11y]/accessibility-menu.js
The missing observations theorem and a new proof of Levinson's recursion | IEEE Conference Publication | IEEE Xplore
Scheduled Maintenance: On Tuesday, 25 February, IEEE Xplore will undergo scheduled maintenance from 1:00-5:00 PM ET (1800-2200 UTC). During this time, there may be intermittent impact on performance. We apologize for any inconvenience.

The missing observations theorem and a new proof of Levinson's recursion


Abstract:

A principle of linear mean-square estimation which we call the "missing observations theorem" is presented here and used to provide a simple alternative derivation of Lev...Show More

Abstract:

A principle of linear mean-square estimation which we call the "missing observations theorem" is presented here and used to provide a simple alternative derivation of Levinson's recursion. The derivation leads directly to the lattice form of the prediction error filter and avoids cumbersome matrix partitioning methods typically used in the derivation of the Levinson algorithm.
Date of Conference: 23-26 May 2005
Date Added to IEEE Xplore: 25 July 2005
Print ISBN:0-7803-8834-8

ISSN Information:

Conference Location: Kobe, Japan

References

References is not available for this document.