Lectures on Discrete Time Filtering pp 55-70 | Cite as
Signal Processing
Chapter
Abstract
From the last lecture, Burg defined a sequential method to determine “optimal” forward and backward predictors from a given random sequence. These equations take the form
$$
{f_N}(z){\text{ = }}{f_{N - 1}}(z) + {\user1{}_N}z{b_{N - 1}}(z)
$$
$$
{b_N}(z) = z{b_{N - 1}}(z) + {\bar \hat c_N}{f_N}(z)
$$
Keywords
Reflection Coefficient Equal Sign Toeplitz Matrice Inverse Iteration Autoregressive Moving Average
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Copyright information
© Springer-Verlag New York, Inc. 1994