Analysis of linear prediction by matrix approximation

Analysis of linear prediction by matrix approximation

The authors present a new method of analysis of the effects of data perturbations on the estimates of signal parameters which are obtained by the method of linear prediction. The variances of signal-parameter obtained from linear prediction methods are computed. Although the results appear to have w...

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Veröffentlicht in:IEEE transactions on signal processing 1993-11, Vol.41 (11), p.3174-3177
Hauptverfasser: Kot, A.C., Tufts, D.W., Vaccaro, R.J.
Format: Artikel
Sprache:eng
Schlagworte:
Applied sciences
Detection, estimation, filtering, equalization, prediction
Error analysis
Exact sciences and technology
Frequency estimation
Information, signal and communications theory
Linear approximation
Matrix decomposition
Noise level
Parameter estimation
Prediction methods
Signal analysis
Signal and communications theory
Signal, noise
Singular value decomposition
System identification
Telecommunications and information theory
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Beschreibung
Zusammenfassung:The authors present a new method of analysis of the effects of data perturbations on the estimates of signal parameters which are obtained by the method of linear prediction. The variances of signal-parameter obtained from linear prediction methods are computed. Although the results appear to have wide applicability, for simplicity the authors restrict their examples to signals which are linear combinations of complex-valued exponential functions.< >
ISSN:1053-587X
1941-0476
DOI:10.1109/78.257249