Sliding windows and lattice algorithms for computing QR factors in the least squares theory of linear prediction Demeure, Cédric ; Scharf, Louis L. "This work was supported by the Office of Naval Research, Arlington, VA, under Contract N00014-85-K-0256." 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. Colorado State University. Libraries 1990 text ; image application/pdf ECElls00002.pdf FACFECEN100391ARTI eng c1990 IEEE
Sliding windows and lattice algorithms for computing QR factors in the least squares theory of linear prediction
Demeure, Cédric ; Scharf, Louis L.
"This work was supported by the Office of Naval Research, Arlington, VA, under Contract N00014-85-K-0256."
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.
Colorado State University. Libraries
1990
text ; image
application/pdf
ECElls00002.pdf
FACFECEN100391ARTI
eng
c1990 IEEE