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 MoreMetadata
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